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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.73% | 13.65 CHF | 13.75 CHF | 34'000 | 34'000 | 34'017 | 34'017 | 463'457 CHF | 466'859 CHF | 100.00% | 100.00% |
21.05.2024 | 0.54% | 13.71 CHF | 13.79 CHF | 34'000 | 34'000 | 33'731 | 33'731 | 460'993 CHF | 463'460 CHF | 95.35% | 95.35% |
17.05.2024 | 0.54% | 13.56 CHF | 13.64 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 470'038 CHF | 472'593 CHF | 100.00% | 100.00% |
16.05.2024 | 0.55% | 13.41 CHF | 13.49 CHF | 35'000 | 35'000 | 35'252 | 35'252 | 470'756 CHF | 473'330 CHF | 99.90% | 99.90% |
15.05.2024 | 0.55% | 13.46 CHF | 13.54 CHF | 35'000 | 35'000 | 34'885 | 34'885 | 468'454 CHF | 471'003 CHF | 100.00% | 100.00% |
14.05.2024 | 0.55% | 13.36 CHF | 13.44 CHF | 35'000 | 35'000 | 35'286 | 35'286 | 470'264 CHF | 472'840 CHF | 99.04% | 99.04% |
13.05.2024 | 0.75% | 13.35 CHF | 13.45 CHF | 35'000 | 35'000 | 34'991 | 35'001 | 466'998 CHF | 470'633 CHF | 100.00% | 100.00% |
10.05.2024 | 0.74% | 13.35 CHF | 13.45 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 469'287 CHF | 472'791 CHF | 100.00% | 100.00% |
08.05.2024 | 0.54% | 13.31 CHF | 13.39 CHF | 35'000 | 35'000 | 34'977 | 34'977 | 468'574 CHF | 471'128 CHF | 98.26% | 98.26% |
07.05.2024 | 0.54% | 13.46 CHF | 13.54 CHF | 35'000 | 35'000 | 34'988 | 34'988 | 468'307 CHF | 470'864 CHF | 99.64% | 99.64% |