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% | 59.70 CHF | 59.80 CHF | 69'500 | 69'500 | 69'447 | 69'447 | 4'113'450 CHF | 4'120'400 CHF | 100.00% | 100.00% |
15.05.2024 | 0.17% | 58.40 CHF | 58.50 CHF | 71'300 | 71'300 | 71'115 | 71'115 | 4'084'550 CHF | 4'091'680 CHF | 99.99% | 99.99% |
14.05.2024 | 0.18% | 56.70 CHF | 56.80 CHF | 71'900 | 71'900 | 71'900 | 71'900 | 4'076'330 CHF | 4'083'520 CHF | 99.81% | 99.81% |
13.05.2024 | 0.17% | 57.20 CHF | 57.30 CHF | 71'400 | 71'400 | 71'400 | 71'400 | 4'089'790 CHF | 4'096'930 CHF | 100.00% | 100.00% |
10.05.2024 | 0.18% | 56.80 CHF | 56.90 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 4'103'640 CHF | 4'110'840 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 54.00 CHF | 54.10 CHF | 74'800 | 74'800 | 74'760 | 74'760 | 4'009'550 CHF | 4'017'030 CHF | 99.67% | 99.67% |
07.05.2024 | 0.19% | 53.90 CHF | 54.00 CHF | 75'000 | 75'000 | 74'961 | 74'961 | 4'023'930 CHF | 4'031'430 CHF | 99.50% | 99.50% |
06.05.2024 | 0.19% | 52.70 CHF | 52.80 CHF | 75'900 | 75'900 | 75'900 | 75'900 | 4'018'710 CHF | 4'026'300 CHF | 100.00% | 100.00% |
03.05.2024 | 0.19% | 51.70 CHF | 51.80 CHF | 78'500 | 78'500 | 78'500 | 78'500 | 4'072'020 CHF | 4'079'870 CHF | 99.99% | 99.99% |
02.05.2024 | 0.10% | 50.05 CHF | 50.10 CHF | 80'500 | 80'500 | 80'500 | 80'500 | 3'996'580 CHF | 4'000'610 CHF | 99.59% | 99.59% |