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% | 15.52 CHF | 15.53 CHF | 26'000 | 26'000 | 11'867 | 11'867 | 179'890 CHF | 180'109 CHF | 98.20% | 98.20% |
14.05.2024 | 0.17% | 14.83 CHF | 14.84 CHF | 27'000 | 27'000 | 12'504 | 12'504 | 178'433 CHF | 178'662 CHF | 99.47% | 99.47% |
13.05.2024 | 0.16% | 14.63 CHF | 14.64 CHF | 27'000 | 27'000 | 12'311 | 12'311 | 182'060 CHF | 182'283 CHF | 98.43% | 98.43% |
10.05.2024 | 0.15% | 14.78 CHF | 14.79 CHF | 27'000 | 27'000 | 12'102 | 12'102 | 187'114 CHF | 187'336 CHF | 99.99% | 99.99% |
08.05.2024 | 0.15% | 15.63 CHF | 15.64 CHF | 26'000 | 26'000 | 11'857 | 11'857 | 184'306 CHF | 184'527 CHF | 98.77% | 98.77% |
07.05.2024 | 0.20% | 16.42 CHF | 16.44 CHF | 25'000 | 25'000 | 11'002 | 11'002 | 183'951 CHF | 184'250 CHF | 99.94% | 99.94% |
06.05.2024 | 0.20% | 17.03 CHF | 17.05 CHF | 24'000 | 24'000 | 10'778 | 10'778 | 185'112 CHF | 185'416 CHF | 99.16% | 99.16% |
03.05.2024 | 0.32% | 16.14 CHF | 16.15 CHF | 25'000 | 25'000 | 8'805 | 8'805 | 145'999 CHF | 146'305 CHF | 95.86% | 95.86% |
02.05.2024 | 0.15% | 16.53 CHF | 16.55 CHF | 25'000 | 25'000 | 11'037 | 11'037 | 176'324 CHF | 176'537 CHF | 99.45% | 99.45% |
30.04.2024 | 0.16% | 15.47 CHF | 15.48 CHF | 26'000 | 26'000 | 11'931 | 11'931 | 188'995 CHF | 189'226 CHF | 98.40% | 98.40% |