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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.22% | 15.67 CHF | 15.68 CHF | 33'000 | 33'000 | 18'131 | 18'131 | 281'786 CHF | 282'296 CHF | 99.86% | 99.86% |
10.05.2024 | 0.21% | 16.03 CHF | 16.04 CHF | 33'000 | 33'000 | 18'151 | 18'151 | 292'961 CHF | 293'473 CHF | 100.00% | 100.00% |
08.05.2024 | 0.21% | 16.41 CHF | 16.42 CHF | 32'000 | 32'000 | 17'624 | 17'624 | 289'494 CHF | 289'996 CHF | 99.14% | 99.14% |
07.05.2024 | 0.21% | 16.56 CHF | 16.57 CHF | 32'000 | 32'000 | 17'981 | 17'981 | 291'437 CHF | 291'947 CHF | 99.85% | 99.85% |
06.05.2024 | 0.21% | 15.83 CHF | 15.84 CHF | 33'000 | 33'000 | 18'375 | 18'375 | 291'080 CHF | 291'597 CHF | 99.28% | 99.28% |
03.05.2024 | 0.21% | 15.39 CHF | 15.40 CHF | 33'000 | 33'000 | 18'328 | 18'328 | 288'426 CHF | 288'939 CHF | 98.91% | 98.91% |
02.05.2024 | 0.22% | 15.66 CHF | 15.67 CHF | 33'000 | 33'000 | 18'442 | 18'442 | 288'049 CHF | 288'572 CHF | 99.98% | 99.98% |
30.04.2024 | 0.21% | 15.78 CHF | 15.79 CHF | 33'000 | 33'000 | 18'288 | 18'288 | 290'419 CHF | 290'931 CHF | 98.18% | 98.18% |
29.04.2024 | 0.20% | 16.07 CHF | 16.08 CHF | 33'000 | 33'000 | 17'657 | 17'657 | 290'289 CHF | 290'783 CHF | 99.61% | 99.61% |
26.04.2024 | 0.36% | 16.78 CHF | 16.79 CHF | 32'000 | 32'000 | 12'474 | 12'474 | 212'537 CHF | 213'029 CHF | 98.05% | 98.05% |