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 | 0.16% | 15.23 CHF | 15.24 CHF | 26'000 | 26'000 | 11'891 | 11'891 | 176'836 CHF | 177'055 CHF | 98.69% | 98.69% |
14.05.2024 | 0.17% | 14.54 CHF | 14.55 CHF | 27'000 | 27'000 | 12'504 | 12'504 | 174'809 CHF | 175'038 CHF | 99.48% | 99.48% |
13.05.2024 | 0.16% | 14.34 CHF | 14.35 CHF | 27'000 | 27'000 | 12'311 | 12'311 | 178'490 CHF | 178'714 CHF | 98.43% | 98.43% |
10.05.2024 | 0.15% | 14.49 CHF | 14.50 CHF | 27'000 | 27'000 | 12'102 | 12'102 | 183'612 CHF | 183'834 CHF | 99.99% | 99.99% |
08.05.2024 | 0.15% | 15.34 CHF | 15.35 CHF | 26'000 | 26'000 | 11'858 | 11'858 | 180'877 CHF | 181'097 CHF | 98.76% | 98.76% |
07.05.2024 | 0.20% | 16.13 CHF | 16.15 CHF | 25'000 | 25'000 | 11'001 | 11'001 | 180'764 CHF | 181'062 CHF | 99.94% | 99.94% |
06.05.2024 | 0.20% | 16.74 CHF | 16.76 CHF | 24'000 | 24'000 | 10'778 | 10'778 | 181'999 CHF | 182'303 CHF | 99.16% | 99.16% |
03.05.2024 | 0.33% | 15.85 CHF | 15.86 CHF | 25'000 | 25'000 | 8'813 | 8'813 | 143'587 CHF | 143'894 CHF | 95.77% | 95.77% |
02.05.2024 | 0.15% | 16.24 CHF | 16.26 CHF | 25'000 | 25'000 | 11'060 | 11'060 | 173'490 CHF | 173'703 CHF | 99.96% | 99.96% |
30.04.2024 | 0.16% | 15.18 CHF | 15.19 CHF | 26'000 | 26'000 | 11'929 | 11'929 | 185'513 CHF | 185'744 CHF | 98.39% | 98.39% |