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% | 16.12 CHF | 16.13 CHF | 27'000 | 27'000 | 11'902 | 11'902 | 201'827 CHF | 202'045 CHF | 98.47% | 98.47% |
15.05.2024 | 0.15% | 16.78 CHF | 16.79 CHF | 26'000 | 26'000 | 11'868 | 11'868 | 194'878 CHF | 195'097 CHF | 98.20% | 98.20% |
14.05.2024 | 0.15% | 16.10 CHF | 16.11 CHF | 27'000 | 27'000 | 12'465 | 12'465 | 193'627 CHF | 193'856 CHF | 99.16% | 99.16% |
13.05.2024 | 0.14% | 15.89 CHF | 15.90 CHF | 27'000 | 27'000 | 12'311 | 12'311 | 197'609 CHF | 197'832 CHF | 98.43% | 98.43% |
10.05.2024 | 0.14% | 16.05 CHF | 16.06 CHF | 27'000 | 27'000 | 12'100 | 12'100 | 202'368 CHF | 202'590 CHF | 99.89% | 99.89% |
08.05.2024 | 0.14% | 16.89 CHF | 16.90 CHF | 26'000 | 26'000 | 11'865 | 11'865 | 199'438 CHF | 199'658 CHF | 98.62% | 98.62% |
07.05.2024 | 0.18% | 17.68 CHF | 17.70 CHF | 25'000 | 25'000 | 11'002 | 11'002 | 197'844 CHF | 198'142 CHF | 99.94% | 99.94% |
06.05.2024 | 0.18% | 18.29 CHF | 18.31 CHF | 24'000 | 24'000 | 10'778 | 10'778 | 198'689 CHF | 198'994 CHF | 99.16% | 99.16% |
03.05.2024 | 0.30% | 17.40 CHF | 17.41 CHF | 25'000 | 25'000 | 8'810 | 8'810 | 157'188 CHF | 157'494 CHF | 95.75% | 95.75% |
02.05.2024 | 0.14% | 17.80 CHF | 17.82 CHF | 25'000 | 25'000 | 10'990 | 10'990 | 189'496 CHF | 189'709 CHF | 99.44% | 99.44% |