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% | 16.21 CHF | 16.22 CHF | 26'000 | 26'000 | 11'890 | 11'890 | 188'379 CHF | 188'598 CHF | 98.68% | 98.68% |
14.05.2024 | 0.16% | 15.52 CHF | 15.53 CHF | 27'000 | 27'000 | 12'504 | 12'504 | 186'998 CHF | 187'227 CHF | 99.49% | 99.49% |
13.05.2024 | 0.15% | 15.31 CHF | 15.32 CHF | 27'000 | 27'000 | 12'312 | 12'312 | 190'484 CHF | 190'707 CHF | 98.43% | 98.43% |
10.05.2024 | 0.14% | 15.47 CHF | 15.48 CHF | 27'000 | 27'000 | 12'114 | 12'114 | 195'582 CHF | 195'804 CHF | 99.89% | 99.89% |
08.05.2024 | 0.14% | 16.31 CHF | 16.32 CHF | 26'000 | 26'000 | 11'864 | 11'864 | 192'559 CHF | 192'779 CHF | 98.63% | 98.63% |
07.05.2024 | 0.19% | 17.10 CHF | 17.12 CHF | 25'000 | 25'000 | 11'001 | 11'001 | 191'480 CHF | 191'778 CHF | 99.94% | 99.94% |
06.05.2024 | 0.19% | 17.71 CHF | 17.73 CHF | 24'000 | 24'000 | 10'778 | 10'778 | 192'465 CHF | 192'770 CHF | 99.16% | 99.16% |
03.05.2024 | 0.31% | 16.82 CHF | 16.83 CHF | 25'000 | 25'000 | 8'735 | 8'735 | 150'735 CHF | 151'041 CHF | 95.42% | 95.42% |
02.05.2024 | 0.14% | 17.22 CHF | 17.24 CHF | 25'000 | 25'000 | 11'059 | 11'059 | 184'290 CHF | 184'503 CHF | 99.95% | 99.95% |
30.04.2024 | 0.15% | 16.16 CHF | 16.17 CHF | 26'000 | 26'000 | 11'965 | 11'965 | 197'758 CHF | 197'989 CHF | 97.72% | 97.72% |