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 | 0.45% | 22.10 CHF | 22.20 CHF | 18'000 | 18'000 | 17'984 | 17'984 | 397'307 CHF | 399'105 CHF | 99.90% | 99.90% |
15.05.2024 | 0.27% | 22.12 CHF | 22.18 CHF | 18'000 | 18'000 | 17'939 | 17'939 | 396'831 CHF | 397'891 CHF | 100.00% | 100.00% |
14.05.2024 | 0.27% | 22.12 CHF | 22.18 CHF | 18'000 | 18'000 | 18'012 | 18'012 | 398'437 CHF | 399'500 CHF | 99.03% | 99.03% |
13.05.2024 | 0.45% | 22.10 CHF | 22.20 CHF | 18'000 | 18'000 | 18'000 | 18'000 | 397'718 CHF | 399'518 CHF | 100.00% | 100.00% |
10.05.2024 | 0.45% | 22.05 CHF | 22.15 CHF | 19'000 | 19'000 | 19'000 | 19'000 | 418'950 CHF | 420'850 CHF | 100.00% | 100.00% |
08.05.2024 | 0.27% | 22.07 CHF | 22.13 CHF | 19'000 | 19'000 | 19'000 | 19'000 | 419'349 CHF | 420'470 CHF | 98.26% | 98.26% |
07.05.2024 | 0.27% | 22.07 CHF | 22.13 CHF | 19'000 | 19'000 | 18'389 | 18'389 | 405'860 CHF | 406'947 CHF | 99.65% | 99.65% |
06.05.2024 | 0.46% | 21.95 CHF | 22.05 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 438'270 CHF | 440'270 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 21.90 CHF | 22.00 CHF | 20'000 | 20'000 | 20'009 | 20'009 | 437'830 CHF | 439'618 CHF | 99.95% | 99.95% |
02.05.2024 | 0.27% | 21.87 CHF | 21.93 CHF | 21'000 | 21'000 | 20'870 | 20'870 | 456'505 CHF | 457'738 CHF | 100.00% | 100.00% |