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 | 0.15% | 17.07 CHF | 17.08 CHF | 26'000 | 26'000 | 11'898 | 11'898 | 198'657 CHF | 198'876 CHF | 92.57% | 92.57% |
14.05.2024 | 0.15% | 16.38 CHF | 16.39 CHF | 27'000 | 27'000 | 12'611 | 12'611 | 199'494 CHF | 199'724 CHF | 90.34% | 90.34% |
13.05.2024 | 0.14% | 16.17 CHF | 16.18 CHF | 27'000 | 27'000 | 12'287 | 12'287 | 200'641 CHF | 200'865 CHF | 95.88% | 95.88% |
10.05.2024 | 0.14% | 16.32 CHF | 16.33 CHF | 27'000 | 27'000 | 12'114 | 12'114 | 206'055 CHF | 206'277 CHF | 99.89% | 99.89% |
08.05.2024 | 0.14% | 17.18 CHF | 17.19 CHF | 26'000 | 26'000 | 11'770 | 11'770 | 201'296 CHF | 201'516 CHF | 95.67% | 95.67% |
07.05.2024 | 0.18% | 17.98 CHF | 18.00 CHF | 25'000 | 25'000 | 11'085 | 11'085 | 202'677 CHF | 202'977 CHF | 97.68% | 97.68% |
06.05.2024 | 0.18% | 18.60 CHF | 18.62 CHF | 24'000 | 24'000 | 10'870 | 10'870 | 203'805 CHF | 204'110 CHF | 96.76% | 96.76% |
03.05.2024 | 0.30% | 17.69 CHF | 17.70 CHF | 25'000 | 25'000 | 8'918 | 8'918 | 161'593 CHF | 161'903 CHF | 87.93% | 87.93% |
02.05.2024 | 0.14% | 18.10 CHF | 18.12 CHF | 25'000 | 25'000 | 11'038 | 11'038 | 193'567 CHF | 193'780 CHF | 99.45% | 99.45% |
30.04.2024 | 0.14% | 17.03 CHF | 17.04 CHF | 26'000 | 26'000 | 12'155 | 12'155 | 211'309 CHF | 211'542 CHF | 82.97% | 82.97% |