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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.56% | 16.95 CHF | 17.00 CHF | 14'700 | 14'700 | 9'742 | 9'742 | 166'551 CHF | 167'406 CHF | 99.23% | 99.23% |
14.05.2024 | 0.56% | 17.05 CHF | 17.10 CHF | 14'600 | 14'600 | 9'770 | 9'770 | 166'751 CHF | 167'613 CHF | 99.33% | 99.33% |
13.05.2024 | 0.55% | 17.25 CHF | 17.30 CHF | 14'400 | 14'400 | 9'547 | 9'547 | 166'152 CHF | 166'995 CHF | 100.00% | 100.00% |
10.05.2024 | 0.54% | 17.45 CHF | 17.50 CHF | 14'200 | 14'200 | 9'348 | 9'348 | 166'133 CHF | 166'958 CHF | 99.64% | 99.64% |
08.05.2024 | 0.55% | 17.55 CHF | 17.60 CHF | 14'200 | 14'200 | 9'485 | 9'485 | 166'393 CHF | 167'232 CHF | 100.00% | 100.00% |
07.05.2024 | 0.55% | 17.75 CHF | 17.80 CHF | 14'000 | 14'000 | 9'457 | 9'457 | 166'322 CHF | 167'160 CHF | 100.00% | 100.00% |
06.05.2024 | 0.56% | 17.30 CHF | 17.35 CHF | 14'400 | 14'400 | 9'702 | 9'702 | 166'416 CHF | 167'273 CHF | 98.69% | 98.69% |
03.05.2024 | 0.57% | 17.15 CHF | 17.20 CHF | 14'500 | 14'500 | 9'699 | 9'699 | 165'226 CHF | 166'092 CHF | 97.57% | 97.57% |
02.05.2024 | 0.59% | 16.65 CHF | 16.70 CHF | 14'900 | 14'900 | 10'005 | 10'005 | 164'729 CHF | 165'624 CHF | 98.29% | 98.29% |
30.04.2024 | 0.58% | 16.25 CHF | 16.30 CHF | 15'300 | 15'300 | 10'014 | 10'014 | 165'917 CHF | 166'803 CHF | 99.56% | 99.56% |