Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.20% | 16.48 CHF | 16.49 CHF | 33'000 | 33'000 | 18'205 | 18'205 | 302'033 CHF | 302'546 CHF | 100.00% | 100.00% |
08.05.2024 | 0.20% | 16.86 CHF | 16.87 CHF | 32'000 | 32'000 | 17'626 | 17'626 | 297'501 CHF | 298'003 CHF | 99.13% | 99.13% |
07.05.2024 | 0.20% | 17.01 CHF | 17.02 CHF | 32'000 | 32'000 | 17'979 | 17'979 | 299'522 CHF | 300'032 CHF | 99.85% | 99.85% |
06.05.2024 | 0.21% | 16.28 CHF | 16.29 CHF | 33'000 | 33'000 | 18'361 | 18'361 | 299'095 CHF | 299'612 CHF | 99.47% | 99.47% |
03.05.2024 | 0.21% | 15.84 CHF | 15.85 CHF | 33'000 | 33'000 | 18'294 | 18'294 | 296'109 CHF | 296'622 CHF | 98.91% | 98.91% |
02.05.2024 | 0.21% | 16.11 CHF | 16.12 CHF | 33'000 | 33'000 | 18'441 | 18'441 | 296'366 CHF | 296'889 CHF | 99.97% | 99.97% |
30.04.2024 | 0.21% | 16.24 CHF | 16.25 CHF | 33'000 | 33'000 | 18'287 | 18'287 | 298'691 CHF | 299'204 CHF | 98.18% | 98.18% |
29.04.2024 | 0.20% | 16.53 CHF | 16.54 CHF | 33'000 | 33'000 | 17'658 | 17'658 | 298'282 CHF | 298'776 CHF | 99.61% | 99.61% |
26.04.2024 | 0.35% | 17.23 CHF | 17.24 CHF | 32'000 | 32'000 | 12'429 | 12'429 | 217'400 CHF | 217'892 CHF | 98.06% | 98.06% |
25.04.2024 | 0.15% | 14.31 CHF | 14.32 CHF | 35'000 | 35'000 | 19'299 | 19'299 | 272'456 CHF | 272'801 CHF | 99.28% | 99.28% |