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 | 0.39% | 15.89 CHF | 15.96 CHF | 2'000 | 2'000 | 2'017 | 2'017 | 33'306 CHF | 33'435 CHF | 100.00% | 100.00% |
15.05.2024 | 0.37% | 16.72 CHF | 16.78 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 32'154 CHF | 32'274 CHF | 100.00% | 100.00% |
14.05.2024 | 0.36% | 16.84 CHF | 16.90 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 32'807 CHF | 32'925 CHF | 100.00% | 100.00% |
13.05.2024 | 0.35% | 16.48 CHF | 16.54 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 32'625 CHF | 32'741 CHF | 100.00% | 100.00% |
10.05.2024 | 0.36% | 15.99 CHF | 16.05 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 32'085 CHF | 32'201 CHF | 100.00% | 100.00% |
08.05.2024 | 0.35% | 14.81 CHF | 14.87 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 29'665 CHF | 29'770 CHF | 100.00% | 100.00% |
07.05.2024 | 0.37% | 14.30 CHF | 14.35 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 27'387 CHF | 27'490 CHF | 100.00% | 100.00% |
06.05.2024 | 0.36% | 13.76 CHF | 13.81 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 28'006 CHF | 28'106 CHF | 100.00% | 100.00% |
03.05.2024 | 0.36% | 13.56 CHF | 13.61 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 26'461 CHF | 26'557 CHF | 100.00% | 100.00% |
02.05.2024 | 0.39% | 12.81 CHF | 12.86 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 25'610 CHF | 25'709 CHF | 99.94% | 99.94% |