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 | 0.17% | 27.75 CHF | 27.80 CHF | 20'100 | 20'100 | 20'085 | 20'085 | 562'256 CHF | 563'220 CHF | 100.00% | 100.00% |
15.05.2024 | 0.12% | 26.27 CHF | 26.30 CHF | 22'800 | 22'800 | 22'742 | 22'742 | 556'514 CHF | 557'198 CHF | 99.88% | 99.88% |
14.05.2024 | 0.14% | 22.96 CHF | 22.99 CHF | 23'200 | 23'200 | 23'200 | 23'200 | 508'261 CHF | 508'958 CHF | 99.25% | 99.25% |
13.05.2024 | 0.14% | 21.90 CHF | 21.93 CHF | 23'900 | 23'900 | 23'900 | 23'900 | 522'993 CHF | 523'710 CHF | 100.00% | 100.00% |
10.05.2024 | 0.14% | 21.34 CHF | 21.37 CHF | 28'200 | 28'200 | 28'200 | 28'200 | 588'563 CHF | 589'409 CHF | 100.00% | 100.00% |
08.05.2024 | 0.11% | 17.89 CHF | 17.91 CHF | 31'300 | 31'300 | 31'300 | 31'300 | 551'027 CHF | 551'653 CHF | 99.77% | 99.77% |
07.05.2024 | 0.13% | 16.45 CHF | 16.47 CHF | 38'300 | 38'300 | 38'292 | 38'293 | 589'719 CHF | 590'488 CHF | 96.09% | 96.09% |
06.05.2024 | 0.15% | 13.03 CHF | 13.05 CHF | 40'800 | 40'800 | 40'800 | 40'800 | 540'479 CHF | 541'296 CHF | 100.00% | 100.00% |
03.05.2024 | 0.17% | 12.02 CHF | 12.04 CHF | 43'900 | 43'900 | 43'900 | 43'900 | 525'648 CHF | 526'526 CHF | 99.80% | 99.80% |
02.05.2024 | 0.17% | 11.08 CHF | 11.10 CHF | 41'000 | 41'000 | 41'000 | 41'000 | 484'296 CHF | 485'116 CHF | 99.52% | 99.52% |