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 | 0.39% | 8.44 CHF | 8.47 CHF | 25'200 | 25'200 | 20'551 | 20'547 | 188'314 CHF | 188'973 CHF | 99.50% | 99.50% |
22.05.2024 | 0.27% | 13.50 CHF | 13.54 CHF | 15'700 | 15'700 | 16'109 | 16'108 | 237'841 CHF | 238'484 CHF | 99.27% | 99.27% |
21.05.2024 | 0.26% | 17.24 CHF | 17.28 CHF | 16'500 | 16'500 | 16'091 | 16'091 | 244'836 CHF | 245'479 CHF | 99.16% | 99.16% |
17.05.2024 | 0.31% | 11.79 CHF | 11.82 CHF | 25'000 | 25'000 | 25'049 | 25'049 | 246'926 CHF | 247'678 CHF | 100.00% | 100.00% |
16.05.2024 | 0.30% | 8.32 CHF | 8.35 CHF | 25'100 | 25'100 | 28'356 | 28'358 | 236'158 CHF | 236'869 CHF | 99.99% | 99.99% |
15.05.2024 | 0.29% | 7.98 CHF | 8.00 CHF | 31'600 | 31'600 | 33'319 | 33'319 | 229'061 CHF | 229'729 CHF | 99.82% | 99.82% |
14.05.2024 | 0.33% | 6.16 CHF | 6.18 CHF | 35'300 | 35'300 | 36'906 | 36'906 | 223'488 CHF | 224'226 CHF | 99.84% | 99.84% |
13.05.2024 | 0.35% | 5.64 CHF | 5.66 CHF | 38'600 | 38'600 | 35'427 | 35'427 | 201'676 CHF | 202'384 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 5.74 CHF | 5.76 CHF | 32'100 | 32'100 | 37'095 | 37'095 | 240'321 CHF | 241'063 CHF | 99.99% | 99.99% |
08.05.2024 | 0.46% | 4.60 CHF | 4.62 CHF | 47'500 | 47'500 | 47'301 | 47'301 | 206'621 CHF | 207'567 CHF | 99.29% | 99.29% |