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 | 0.28% | 39.80 CHF | 39.91 CHF | 15'000 | 15'000 | 14'968 | 14'968 | 597'478 CHF | 599'127 CHF | 99.18% | 99.18% |
15.05.2024 | 0.29% | 39.23 CHF | 39.34 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 577'131 CHF | 578'781 CHF | 100.00% | 100.00% |
14.05.2024 | 0.30% | 37.77 CHF | 37.88 CHF | 15'000 | 15'000 | 14'966 | 14'966 | 558'485 CHF | 560'133 CHF | 100.00% | 100.00% |
13.05.2024 | 0.29% | 37.32 CHF | 37.43 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 559'910 CHF | 561'560 CHF | 100.00% | 100.00% |
10.05.2024 | 0.27% | 37.12 CHF | 37.22 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 553'533 CHF | 555'033 CHF | 100.00% | 100.00% |
08.05.2024 | 0.28% | 35.22 CHF | 35.32 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 526'242 CHF | 527'742 CHF | 100.00% | 100.00% |
07.05.2024 | 0.30% | 34.45 CHF | 34.55 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 506'712 CHF | 508'212 CHF | 100.00% | 100.00% |
06.05.2024 | 0.28% | 32.25 CHF | 32.34 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 486'178 CHF | 487'528 CHF | 100.00% | 100.00% |
03.05.2024 | 0.29% | 31.60 CHF | 31.69 CHF | 15'000 | 15'000 | 14'965 | 14'965 | 472'351 CHF | 473'699 CHF | 100.00% | 100.00% |
02.05.2024 | 0.29% | 30.84 CHF | 30.93 CHF | 15'000 | 15'000 | 14'930 | 14'930 | 468'179 CHF | 469'524 CHF | 100.00% | 100.00% |