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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0,41% | 12,45 CHF | 12,50 CHF | 16 908 | 16 908 | 16 796 | 16 796 | 208 714 CHF | 209 555 CHF | 99,77% | 99,77% |
28/05/2024 | 0,42% | 12,25 CHF | 12,30 CHF | 17 110 | 17 110 | 17 036 | 17 036 | 205 963 CHF | 206 816 CHF | 99,97% | 99,97% |
27/05/2024 | 0,44% | 12,00 CHF | 12,05 CHF | 17 235 | 17 235 | 17 348 | 17 348 | 200 571 CHF | 201 440 CHF | 100,00% | 100,00% |
24/05/2024 | 0,45% | 11,10 CHF | 11,15 CHF | 17 806 | 17 806 | 17 599 | 17 599 | 195 786 CHF | 196 667 CHF | 93,60% | 93,60% |
23/05/2024 | 0,45% | 10,90 CHF | 10,95 CHF | 17 885 | 17 885 | 17 607 | 17 607 | 195 981 CHF | 196 862 CHF | 99,25% | 99,25% |
22/05/2024 | 0,41% | 11,95 CHF | 12,00 CHF | 17 275 | 17 275 | 16 960 | 16 960 | 206 696 CHF | 207 545 CHF | 100,00% | 100,00% |
21/05/2024 | 0,41% | 12,65 CHF | 12,70 CHF | 16 853 | 16 853 | 16 941 | 16 941 | 207 235 CHF | 208 082 CHF | 99,57% | 99,57% |
17/05/2024 | 0,48% | 11,15 CHF | 11,20 CHF | 17 761 | 17 761 | 17 953 | 17 953 | 189 958 CHF | 190 857 CHF | 100,00% | 100,00% |
16/05/2024 | 0,50% | 10,20 CHF | 10,25 CHF | 18 391 | 18 391 | 18 221 | 18 221 | 185 235 CHF | 186 147 CHF | 100,00% | 100,00% |
15/05/2024 | 0,32% | 10,00 CHF | 10,05 CHF | 18 509 | 18 509 | 18 611 | 18 611 | 178 072 CHF | 178 632 CHF | 99,87% | 99,87% |