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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.15% | 14.65 CHF | 14.66 CHF | 27'000 | 27'000 | 11'965 | 11'965 | 185'303 CHF | 185'521 CHF | 88.04% | 88.04% |
15.05.2024 | 0.16% | 15.33 CHF | 15.34 CHF | 26'000 | 26'000 | 11'901 | 11'901 | 177'897 CHF | 178'116 CHF | 91.25% | 91.25% |
14.05.2024 | 0.17% | 14.63 CHF | 14.64 CHF | 27'000 | 27'000 | 12'634 | 12'634 | 177'785 CHF | 178'014 CHF | 89.89% | 89.89% |
13.05.2024 | 0.16% | 14.42 CHF | 14.43 CHF | 27'000 | 27'000 | 12'228 | 12'228 | 178'350 CHF | 178'574 CHF | 95.26% | 95.26% |
10.05.2024 | 0.15% | 14.57 CHF | 14.58 CHF | 27'000 | 27'000 | 12'114 | 12'114 | 184'883 CHF | 185'105 CHF | 99.89% | 99.89% |
08.05.2024 | 0.15% | 15.43 CHF | 15.44 CHF | 26'000 | 26'000 | 11'715 | 11'715 | 179'867 CHF | 180'087 CHF | 95.88% | 95.88% |
07.05.2024 | 0.20% | 16.23 CHF | 16.25 CHF | 25'000 | 25'000 | 11'085 | 11'085 | 183'319 CHF | 183'619 CHF | 97.68% | 97.68% |
06.05.2024 | 0.20% | 16.85 CHF | 16.87 CHF | 24'000 | 24'000 | 10'840 | 10'840 | 184'358 CHF | 184'663 CHF | 97.35% | 97.35% |
03.05.2024 | 0.33% | 15.95 CHF | 15.96 CHF | 25'000 | 25'000 | 8'997 | 8'997 | 147'377 CHF | 147'688 CHF | 87.54% | 87.54% |
02.05.2024 | 0.15% | 16.35 CHF | 16.37 CHF | 25'000 | 25'000 | 11'037 | 11'037 | 174'199 CHF | 174'412 CHF | 99.45% | 99.45% |