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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.49% | 19.50 CHF | 19.55 CHF | 12'000 | 12'000 | 8'031 | 8'031 | 156'452 CHF | 157'163 CHF | 100.00% | 100.00% |
15.05.2024 | 0.51% | 19.25 CHF | 19.30 CHF | 12'000 | 12'000 | 8'660 | 8'660 | 163'936 CHF | 164'704 CHF | 100.00% | 100.00% |
14.05.2024 | 0.51% | 18.75 CHF | 18.80 CHF | 13'000 | 13'000 | 8'726 | 8'726 | 162'584 CHF | 163'356 CHF | 99.48% | 99.48% |
13.05.2024 | 0.51% | 18.65 CHF | 18.70 CHF | 13'000 | 13'000 | 8'701 | 8'701 | 164'202 CHF | 164'971 CHF | 100.00% | 100.00% |
10.05.2024 | 0.52% | 18.65 CHF | 18.70 CHF | 13'000 | 13'000 | 8'690 | 8'690 | 161'994 CHF | 162'763 CHF | 99.82% | 99.82% |
08.05.2024 | 0.52% | 18.50 CHF | 18.55 CHF | 13'000 | 13'000 | 8'698 | 8'698 | 159'715 CHF | 160'485 CHF | 100.00% | 100.00% |
07.05.2024 | 0.52% | 18.55 CHF | 18.60 CHF | 13'000 | 13'000 | 8'699 | 8'699 | 161'690 CHF | 162'459 CHF | 100.00% | 100.00% |
06.05.2024 | 0.53% | 18.30 CHF | 18.35 CHF | 13'000 | 13'000 | 8'712 | 8'712 | 157'835 CHF | 158'604 CHF | 98.52% | 98.52% |
03.05.2024 | 0.55% | 17.85 CHF | 17.90 CHF | 13'000 | 13'000 | 9'163 | 9'163 | 160'691 CHF | 161'512 CHF | 97.88% | 97.88% |
02.05.2024 | 0.56% | 17.35 CHF | 17.40 CHF | 14'000 | 14'000 | 9'328 | 9'328 | 161'612 CHF | 162'440 CHF | 99.37% | 99.37% |