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% | 16.21 CHF | 16.22 CHF | 27'000 | 27'000 | 11'901 | 11'901 | 203'005 CHF | 203'223 CHF | 98.47% | 98.47% |
15.05.2024 | 0.15% | 16.88 CHF | 16.89 CHF | 26'000 | 26'000 | 11'867 | 11'867 | 196'047 CHF | 196'266 CHF | 98.31% | 98.31% |
14.05.2024 | 0.15% | 16.20 CHF | 16.21 CHF | 27'000 | 27'000 | 12'466 | 12'466 | 194'883 CHF | 195'111 CHF | 98.93% | 98.93% |
13.05.2024 | 0.14% | 15.99 CHF | 16.00 CHF | 27'000 | 27'000 | 12'311 | 12'311 | 198'829 CHF | 199'052 CHF | 98.43% | 98.43% |
10.05.2024 | 0.14% | 16.14 CHF | 16.15 CHF | 27'000 | 27'000 | 12'100 | 12'100 | 203'557 CHF | 203'778 CHF | 99.89% | 99.89% |
08.05.2024 | 0.14% | 16.99 CHF | 17.00 CHF | 26'000 | 26'000 | 11'858 | 11'858 | 200'496 CHF | 200'716 CHF | 98.76% | 98.76% |
07.05.2024 | 0.18% | 17.78 CHF | 17.80 CHF | 25'000 | 25'000 | 11'002 | 11'002 | 198'947 CHF | 199'245 CHF | 99.94% | 99.94% |
06.05.2024 | 0.18% | 18.39 CHF | 18.41 CHF | 24'000 | 24'000 | 10'778 | 10'778 | 199'748 CHF | 200'052 CHF | 99.16% | 99.16% |
03.05.2024 | 0.30% | 17.49 CHF | 17.50 CHF | 25'000 | 25'000 | 8'811 | 8'811 | 158'057 CHF | 158'363 CHF | 95.88% | 95.88% |
02.05.2024 | 0.14% | 17.90 CHF | 17.92 CHF | 25'000 | 25'000 | 10'992 | 10'992 | 190'627 CHF | 190'840 CHF | 99.46% | 99.46% |