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 | 0.14% | 15.91 CHF | 15.92 CHF | 27'000 | 27'000 | 11'901 | 11'901 | 199'412 CHF | 199'630 CHF | 98.46% | 98.46% |
15.05.2024 | 0.15% | 16.58 CHF | 16.59 CHF | 26'000 | 26'000 | 11'868 | 11'868 | 192'472 CHF | 192'690 CHF | 98.34% | 98.34% |
14.05.2024 | 0.15% | 15.89 CHF | 15.90 CHF | 27'000 | 27'000 | 12'504 | 12'504 | 191'710 CHF | 191'939 CHF | 99.47% | 99.47% |
13.05.2024 | 0.15% | 15.69 CHF | 15.70 CHF | 27'000 | 27'000 | 12'311 | 12'311 | 195'111 CHF | 195'334 CHF | 98.43% | 98.43% |
10.05.2024 | 0.14% | 15.84 CHF | 15.85 CHF | 27'000 | 27'000 | 12'102 | 12'102 | 199'956 CHF | 200'178 CHF | 99.99% | 99.99% |
08.05.2024 | 0.14% | 16.69 CHF | 16.70 CHF | 26'000 | 26'000 | 11'837 | 11'837 | 196'560 CHF | 196'780 CHF | 98.77% | 98.77% |
07.05.2024 | 0.18% | 17.48 CHF | 17.50 CHF | 25'000 | 25'000 | 11'001 | 11'001 | 195'613 CHF | 195'911 CHF | 99.94% | 99.94% |
06.05.2024 | 0.19% | 18.09 CHF | 18.11 CHF | 24'000 | 24'000 | 10'778 | 10'778 | 196'515 CHF | 196'819 CHF | 99.16% | 99.16% |
03.05.2024 | 0.30% | 17.19 CHF | 17.20 CHF | 25'000 | 25'000 | 8'738 | 8'738 | 154'068 CHF | 154'373 CHF | 95.30% | 95.30% |
02.05.2024 | 0.14% | 17.60 CHF | 17.62 CHF | 25'000 | 25'000 | 11'057 | 11'057 | 188'435 CHF | 188'648 CHF | 99.95% | 99.95% |