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 | 0.07% | 14.99 CHF | 15.00 CHF | 132'700 | 132'700 | 130'897 | 130'897 | 1'958'370 CHF | 1'959'680 CHF | 100.00% | 100.00% |
15.05.2024 | 0.07% | 14.99 CHF | 15.00 CHF | 129'900 | 129'900 | 128'134 | 128'134 | 1'948'640 CHF | 1'949'920 CHF | 99.84% | 99.84% |
14.05.2024 | 0.06% | 15.32 CHF | 15.33 CHF | 127'500 | 127'500 | 127'379 | 127'379 | 1'977'030 CHF | 1'978'300 CHF | 99.28% | 99.28% |
13.05.2024 | 0.06% | 15.56 CHF | 15.57 CHF | 127'300 | 127'300 | 126'880 | 126'880 | 1'975'110 CHF | 1'976'380 CHF | 100.00% | 100.00% |
10.05.2024 | 0.06% | 15.73 CHF | 15.74 CHF | 126'600 | 126'600 | 124'449 | 124'449 | 1'947'140 CHF | 1'948'380 CHF | 99.60% | 99.60% |
08.05.2024 | 0.06% | 15.91 CHF | 15.92 CHF | 124'200 | 124'200 | 125'100 | 125'100 | 1'989'840 CHF | 1'991'090 CHF | 98.95% | 98.95% |
07.05.2024 | 0.06% | 15.63 CHF | 15.64 CHF | 125'800 | 125'800 | 126'024 | 126'024 | 1'980'250 CHF | 1'981'510 CHF | 99.34% | 99.34% |
06.05.2024 | 0.06% | 15.63 CHF | 15.64 CHF | 126'200 | 126'200 | 125'123 | 125'123 | 1'955'280 CHF | 1'956'530 CHF | 100.00% | 100.00% |
03.05.2024 | 0.06% | 15.66 CHF | 15.67 CHF | 124'400 | 124'400 | 122'590 | 122'590 | 1'935'940 CHF | 1'937'170 CHF | 99.87% | 99.87% |
02.05.2024 | 0.06% | 16.36 CHF | 16.37 CHF | 121'400 | 121'400 | 120'202 | 120'202 | 1'959'140 CHF | 1'960'340 CHF | 99.98% | 99.98% |