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 | 0.13% | 16.08 CHF | 16.09 CHF | 27'000 | 27'000 | 12'114 | 12'114 | 204'882 CHF | 205'101 CHF | 89.05% | 89.05% |
15.05.2024 | 0.15% | 16.76 CHF | 16.77 CHF | 26'000 | 26'000 | 11'898 | 11'898 | 194'969 CHF | 195'188 CHF | 92.57% | 92.57% |
14.05.2024 | 0.15% | 16.06 CHF | 16.07 CHF | 27'000 | 27'000 | 12'610 | 12'610 | 195'580 CHF | 195'810 CHF | 88.99% | 88.99% |
13.05.2024 | 0.15% | 15.85 CHF | 15.86 CHF | 27'000 | 27'000 | 12'263 | 12'263 | 196'449 CHF | 196'673 CHF | 94.93% | 94.93% |
10.05.2024 | 0.14% | 16.01 CHF | 16.02 CHF | 27'000 | 27'000 | 12'102 | 12'102 | 202'093 CHF | 202'315 CHF | 99.99% | 99.99% |
08.05.2024 | 0.14% | 16.87 CHF | 16.88 CHF | 26'000 | 26'000 | 11'717 | 11'717 | 196'773 CHF | 196'993 CHF | 95.78% | 95.78% |
07.05.2024 | 0.18% | 17.67 CHF | 17.69 CHF | 25'000 | 25'000 | 11'085 | 11'085 | 199'239 CHF | 199'539 CHF | 97.68% | 97.68% |
06.05.2024 | 0.18% | 18.29 CHF | 18.31 CHF | 24'000 | 24'000 | 10'870 | 10'870 | 200'430 CHF | 200'736 CHF | 96.76% | 96.76% |
03.05.2024 | 0.30% | 17.38 CHF | 17.39 CHF | 25'000 | 25'000 | 8'995 | 8'995 | 160'252 CHF | 160'563 CHF | 88.35% | 88.35% |
02.05.2024 | 0.14% | 17.79 CHF | 17.81 CHF | 25'000 | 25'000 | 11'034 | 11'034 | 190'061 CHF | 190'274 CHF | 99.42% | 99.42% |