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 | 0.31% | 16.55 CHF | 16.60 CHF | 5'900 | 5'900 | 5'845 | 5'845 | 96'211 CHF | 96'504 CHF | 100.00% | 100.00% |
15.05.2024 | 0.31% | 16.20 CHF | 16.25 CHF | 6'000 | 6'000 | 5'852 | 5'852 | 95'033 CHF | 95'326 CHF | 99.92% | 99.92% |
14.05.2024 | 0.32% | 16.05 CHF | 16.10 CHF | 6'000 | 6'000 | 5'961 | 5'961 | 93'843 CHF | 94'141 CHF | 99.15% | 99.15% |
13.05.2024 | 0.32% | 15.90 CHF | 15.95 CHF | 6'000 | 6'000 | 5'944 | 5'944 | 94'472 CHF | 94'770 CHF | 99.83% | 99.83% |
10.05.2024 | 0.32% | 15.90 CHF | 15.95 CHF | 6'000 | 6'000 | 5'957 | 5'957 | 94'742 CHF | 95'040 CHF | 99.35% | 99.35% |
08.05.2024 | 0.32% | 15.45 CHF | 15.50 CHF | 6'100 | 6'100 | 6'051 | 6'051 | 93'834 CHF | 94'137 CHF | 99.46% | 99.46% |
07.05.2024 | 0.33% | 15.50 CHF | 15.55 CHF | 6'100 | 6'100 | 6'019 | 6'019 | 93'004 CHF | 93'306 CHF | 99.66% | 99.66% |
06.05.2024 | 0.34% | 15.05 CHF | 15.10 CHF | 6'100 | 6'100 | 6'044 | 6'044 | 91'066 CHF | 91'369 CHF | 98.45% | 98.45% |
03.05.2024 | 0.34% | 14.60 CHF | 14.65 CHF | 6'200 | 6'200 | 6'181 | 6'181 | 90'220 CHF | 90'529 CHF | 97.92% | 97.92% |
02.05.2024 | 0.35% | 14.20 CHF | 14.25 CHF | 6'300 | 6'300 | 6'266 | 6'266 | 90'257 CHF | 90'571 CHF | 99.00% | 99.00% |