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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.07% | 14.05 CHF | 14.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'425'000 CHF | 1'426'000 CHF | 94.87% | 94.87% |
22.05.2024 | 0.07% | 14.16 CHF | 14.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'411'310 CHF | 1'412'310 CHF | 95.18% | 95.18% |
21.05.2024 | 0.07% | 14.01 CHF | 14.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'397'950 CHF | 1'398'950 CHF | 95.63% | 95.63% |
17.05.2024 | 0.07% | 13.85 CHF | 13.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'385'730 CHF | 1'386'730 CHF | 98.91% | 98.91% |
16.05.2024 | 0.07% | 13.98 CHF | 13.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'391'680 CHF | 1'392'680 CHF | 98.07% | 98.07% |
15.05.2024 | 0.07% | 13.73 CHF | 13.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'343'400 CHF | 1'344'400 CHF | 97.85% | 97.85% |
14.05.2024 | 0.08% | 13.21 CHF | 13.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'317'050 CHF | 1'318'050 CHF | 92.49% | 92.49% |
13.05.2024 | 0.08% | 13.19 CHF | 13.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'320'980 CHF | 1'321'980 CHF | 98.36% | 98.36% |
10.05.2024 | 0.08% | 13.10 CHF | 13.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'321'400 CHF | 1'322'400 CHF | 99.41% | 99.41% |
08.05.2024 | 0.08% | 12.84 CHF | 12.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'281'700 CHF | 1'282'700 CHF | 98.92% | 98.92% |