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% | 15.69 CHF | 15.70 CHF | 27'000 | 27'000 | 11'975 | 11'975 | 197'873 CHF | 198'091 CHF | 87.63% | 87.63% |
15.05.2024 | 0.15% | 16.37 CHF | 16.38 CHF | 26'000 | 26'000 | 11'891 | 11'891 | 190'248 CHF | 190'466 CHF | 92.77% | 92.77% |
14.05.2024 | 0.16% | 15.68 CHF | 15.69 CHF | 27'000 | 27'000 | 12'590 | 12'590 | 190'353 CHF | 190'582 CHF | 90.34% | 90.34% |
13.05.2024 | 0.15% | 15.47 CHF | 15.48 CHF | 27'000 | 27'000 | 12'376 | 12'376 | 193'408 CHF | 193'632 CHF | 94.28% | 94.28% |
10.05.2024 | 0.14% | 15.62 CHF | 15.63 CHF | 27'000 | 27'000 | 12'113 | 12'113 | 197'566 CHF | 197'788 CHF | 99.89% | 99.89% |
08.05.2024 | 0.14% | 16.48 CHF | 16.49 CHF | 26'000 | 26'000 | 11'721 | 11'721 | 192'264 CHF | 192'484 CHF | 95.80% | 95.80% |
07.05.2024 | 0.19% | 17.28 CHF | 17.30 CHF | 25'000 | 25'000 | 11'085 | 11'085 | 194'929 CHF | 195'229 CHF | 97.68% | 97.68% |
06.05.2024 | 0.19% | 17.90 CHF | 17.92 CHF | 24'000 | 24'000 | 10'893 | 10'893 | 196'630 CHF | 196'936 CHF | 96.53% | 96.53% |
03.05.2024 | 0.31% | 16.99 CHF | 17.00 CHF | 25'000 | 25'000 | 8'879 | 8'879 | 154'673 CHF | 154'984 CHF | 86.09% | 86.09% |
02.05.2024 | 0.14% | 17.40 CHF | 17.42 CHF | 25'000 | 25'000 | 10'986 | 10'986 | 184'945 CHF | 185'158 CHF | 99.43% | 99.43% |