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% | 15.09 CHF | 15.10 CHF | 27'000 | 27'000 | 11'999 | 11'999 | 190'987 CHF | 191'205 CHF | 86.76% | 86.76% |
15.05.2024 | 0.16% | 15.77 CHF | 15.78 CHF | 26'000 | 26'000 | 11'824 | 11'824 | 181'962 CHF | 182'180 CHF | 92.26% | 92.26% |
14.05.2024 | 0.16% | 15.07 CHF | 15.08 CHF | 27'000 | 27'000 | 12'472 | 12'472 | 180'913 CHF | 181'142 CHF | 91.91% | 91.91% |
13.05.2024 | 0.15% | 14.86 CHF | 14.87 CHF | 27'000 | 27'000 | 12'343 | 12'343 | 185'469 CHF | 185'693 CHF | 93.42% | 93.42% |
10.05.2024 | 0.15% | 15.02 CHF | 15.03 CHF | 27'000 | 27'000 | 12'102 | 12'102 | 190'090 CHF | 190'312 CHF | 99.99% | 99.99% |
08.05.2024 | 0.15% | 15.88 CHF | 15.89 CHF | 26'000 | 26'000 | 11'835 | 11'835 | 186'971 CHF | 187'192 CHF | 96.22% | 96.22% |
07.05.2024 | 0.19% | 16.67 CHF | 16.69 CHF | 25'000 | 25'000 | 11'085 | 11'085 | 188'233 CHF | 188'533 CHF | 97.68% | 97.68% |
06.05.2024 | 0.19% | 17.30 CHF | 17.32 CHF | 24'000 | 24'000 | 10'893 | 10'893 | 190'079 CHF | 190'384 CHF | 96.53% | 96.53% |
03.05.2024 | 0.32% | 16.39 CHF | 16.40 CHF | 25'000 | 25'000 | 8'808 | 8'808 | 148'115 CHF | 148'424 CHF | 87.53% | 87.53% |
02.05.2024 | 0.15% | 16.79 CHF | 16.81 CHF | 25'000 | 25'000 | 11'035 | 11'035 | 179'075 CHF | 179'288 CHF | 99.43% | 99.43% |