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% | 15.63 CHF | 15.64 CHF | 26'000 | 26'000 | 11'896 | 11'896 | 181'576 CHF | 181'795 CHF | 98.57% | 98.57% |
14.05.2024 | 0.16% | 14.94 CHF | 14.95 CHF | 27'000 | 27'000 | 12'505 | 12'505 | 179'757 CHF | 179'986 CHF | 99.26% | 99.26% |
13.05.2024 | 0.16% | 14.73 CHF | 14.74 CHF | 27'000 | 27'000 | 12'311 | 12'311 | 183'330 CHF | 183'554 CHF | 98.43% | 98.43% |
10.05.2024 | 0.15% | 14.89 CHF | 14.90 CHF | 27'000 | 27'000 | 12'100 | 12'100 | 188'326 CHF | 188'547 CHF | 99.89% | 99.89% |
08.05.2024 | 0.15% | 15.73 CHF | 15.74 CHF | 26'000 | 26'000 | 11'879 | 11'879 | 185'874 CHF | 186'094 CHF | 98.76% | 98.76% |
07.05.2024 | 0.19% | 16.52 CHF | 16.54 CHF | 25'000 | 25'000 | 11'002 | 11'002 | 185'108 CHF | 185'406 CHF | 99.94% | 99.94% |
06.05.2024 | 0.20% | 17.13 CHF | 17.15 CHF | 24'000 | 24'000 | 10'778 | 10'778 | 186'228 CHF | 186'532 CHF | 99.16% | 99.16% |
03.05.2024 | 0.32% | 16.24 CHF | 16.25 CHF | 25'000 | 25'000 | 8'812 | 8'812 | 147'036 CHF | 147'343 CHF | 95.76% | 95.76% |
02.05.2024 | 0.15% | 16.64 CHF | 16.66 CHF | 25'000 | 25'000 | 11'056 | 11'056 | 177'804 CHF | 178'016 CHF | 99.95% | 99.95% |
30.04.2024 | 0.15% | 15.58 CHF | 15.59 CHF | 26'000 | 26'000 | 11'965 | 11'965 | 190'773 CHF | 191'003 CHF | 97.69% | 97.69% |