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% | 15.67 CHF | 15.68 CHF | 26'000 | 26'000 | 11'825 | 11'825 | 180'799 CHF | 181'017 CHF | 92.27% | 92.27% |
14.05.2024 | 0.16% | 14.97 CHF | 14.98 CHF | 27'000 | 27'000 | 12'518 | 12'518 | 180'355 CHF | 180'584 CHF | 91.52% | 91.52% |
13.05.2024 | 0.16% | 14.76 CHF | 14.77 CHF | 27'000 | 27'000 | 12'357 | 12'357 | 184'416 CHF | 184'640 CHF | 93.19% | 93.19% |
10.05.2024 | 0.15% | 14.92 CHF | 14.93 CHF | 27'000 | 27'000 | 12'101 | 12'101 | 188'856 CHF | 189'078 CHF | 99.98% | 99.98% |
08.05.2024 | 0.15% | 15.78 CHF | 15.79 CHF | 26'000 | 26'000 | 11'821 | 11'821 | 185'551 CHF | 185'771 CHF | 96.30% | 96.30% |
07.05.2024 | 0.19% | 16.57 CHF | 16.59 CHF | 25'000 | 25'000 | 11'085 | 11'085 | 187'120 CHF | 187'420 CHF | 97.68% | 97.68% |
06.05.2024 | 0.19% | 17.20 CHF | 17.22 CHF | 24'000 | 24'000 | 10'893 | 10'893 | 188'985 CHF | 189'291 CHF | 96.53% | 96.53% |
03.05.2024 | 0.32% | 16.29 CHF | 16.30 CHF | 25'000 | 25'000 | 8'916 | 8'916 | 149'079 CHF | 149'389 CHF | 87.94% | 87.94% |
02.05.2024 | 0.15% | 16.69 CHF | 16.71 CHF | 25'000 | 25'000 | 11'037 | 11'037 | 177'993 CHF | 178'206 CHF | 99.45% | 99.45% |
30.04.2024 | 0.15% | 15.62 CHF | 15.63 CHF | 26'000 | 26'000 | 12'299 | 12'299 | 196'488 CHF | 196'722 CHF | 81.78% | 81.78% |