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% | 16.06 CHF | 16.07 CHF | 26'000 | 26'000 | 11'876 | 11'876 | 186'321 CHF | 186'540 CHF | 92.82% | 92.82% |
14.05.2024 | 0.16% | 15.37 CHF | 15.38 CHF | 27'000 | 27'000 | 12'596 | 12'596 | 186'543 CHF | 186'772 CHF | 90.71% | 90.71% |
13.05.2024 | 0.15% | 15.16 CHF | 15.17 CHF | 27'000 | 27'000 | 12'207 | 12'207 | 187'060 CHF | 187'284 CHF | 95.34% | 95.34% |
10.05.2024 | 0.14% | 15.31 CHF | 15.32 CHF | 27'000 | 27'000 | 12'100 | 12'100 | 193'624 CHF | 193'846 CHF | 99.89% | 99.89% |
08.05.2024 | 0.15% | 16.17 CHF | 16.18 CHF | 26'000 | 26'000 | 11'758 | 11'758 | 189'210 CHF | 189'430 CHF | 96.06% | 96.06% |
07.05.2024 | 0.19% | 16.97 CHF | 16.99 CHF | 25'000 | 25'000 | 11'085 | 11'085 | 191'502 CHF | 191'802 CHF | 97.68% | 97.68% |
06.05.2024 | 0.19% | 17.59 CHF | 17.61 CHF | 24'000 | 24'000 | 10'859 | 10'859 | 192'650 CHF | 192'955 CHF | 97.65% | 97.65% |
03.05.2024 | 0.31% | 16.69 CHF | 16.70 CHF | 25'000 | 25'000 | 9'031 | 9'031 | 154'664 CHF | 154'975 CHF | 89.23% | 89.23% |
02.05.2024 | 0.14% | 17.09 CHF | 17.11 CHF | 25'000 | 25'000 | 11'035 | 11'035 | 182'354 CHF | 182'567 CHF | 99.43% | 99.43% |
30.04.2024 | 0.15% | 16.02 CHF | 16.03 CHF | 26'000 | 26'000 | 12'149 | 12'149 | 198'978 CHF | 199'211 CHF | 83.17% | 83.17% |