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 | 0.22% | 13.92 CHF | 13.95 CHF | 22'300 | 22'300 | 22'460 | 22'460 | 306'713 CHF | 307'388 CHF | 100.00% | 100.00% |
15.05.2024 | 0.22% | 13.74 CHF | 13.77 CHF | 22'600 | 22'600 | 22'543 | 22'543 | 305'109 CHF | 305'787 CHF | 100.00% | 100.00% |
14.05.2024 | 0.22% | 13.57 CHF | 13.60 CHF | 22'600 | 22'600 | 22'899 | 22'899 | 307'491 CHF | 308'178 CHF | 99.98% | 99.98% |
13.05.2024 | 0.23% | 13.33 CHF | 13.36 CHF | 23'100 | 23'100 | 23'100 | 23'100 | 304'058 CHF | 304'751 CHF | 100.00% | 100.00% |
10.05.2024 | 0.23% | 12.97 CHF | 13.00 CHF | 23'100 | 23'100 | 23'401 | 23'401 | 305'576 CHF | 306'278 CHF | 100.00% | 100.00% |
08.05.2024 | 0.23% | 12.96 CHF | 12.99 CHF | 23'300 | 23'300 | 23'300 | 23'300 | 301'787 CHF | 302'486 CHF | 99.16% | 99.16% |
07.05.2024 | 0.23% | 13.04 CHF | 13.07 CHF | 23'300 | 23'300 | 23'537 | 23'537 | 305'539 CHF | 306'246 CHF | 99.69% | 99.69% |
06.05.2024 | 0.24% | 12.85 CHF | 12.88 CHF | 23'700 | 23'700 | 23'820 | 23'820 | 303'591 CHF | 304'305 CHF | 100.00% | 100.00% |
03.05.2024 | 0.24% | 12.58 CHF | 12.61 CHF | 23'900 | 23'900 | 23'717 | 23'717 | 300'491 CHF | 301'202 CHF | 98.70% | 98.70% |
02.05.2024 | 0.23% | 12.92 CHF | 12.95 CHF | 23'600 | 23'600 | 22'818 | 22'818 | 293'708 CHF | 294'392 CHF | 99.98% | 99.98% |