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 | 0.09% | 226.80 CHF | 227.00 CHF | 19'000 | 19'000 | 18'989 | 18'989 | 4'269'390 CHF | 4'273'190 CHF | 100.00% | 100.00% |
15.05.2024 | 0.09% | 219.40 CHF | 219.60 CHF | 19'900 | 19'900 | 19'849 | 19'849 | 4'224'030 CHF | 4'228'010 CHF | 100.00% | 100.00% |
14.05.2024 | 0.10% | 208.60 CHF | 208.80 CHF | 20'200 | 20'200 | 20'198 | 20'198 | 4'170'620 CHF | 4'174'660 CHF | 99.97% | 99.97% |
13.05.2024 | 0.10% | 207.00 CHF | 207.20 CHF | 20'300 | 20'300 | 20'300 | 20'300 | 4'188'950 CHF | 4'193'010 CHF | 100.00% | 100.00% |
10.05.2024 | 0.10% | 203.80 CHF | 204.00 CHF | 20'500 | 20'500 | 20'500 | 20'500 | 4'217'100 CHF | 4'221'200 CHF | 99.99% | 99.99% |
08.05.2024 | 0.10% | 202.40 CHF | 202.60 CHF | 20'600 | 20'600 | 20'598 | 20'598 | 4'143'520 CHF | 4'147'640 CHF | 96.64% | 96.64% |
07.05.2024 | 0.10% | 204.20 CHF | 204.40 CHF | 20'600 | 20'600 | 20'597 | 20'597 | 4'149'680 CHF | 4'153'800 CHF | 98.36% | 98.36% |
06.05.2024 | 0.10% | 197.20 CHF | 197.40 CHF | 21'200 | 21'200 | 21'200 | 21'200 | 4'136'360 CHF | 4'140'600 CHF | 100.00% | 100.00% |
03.05.2024 | 0.11% | 189.20 CHF | 189.40 CHF | 22'400 | 22'400 | 22'400 | 22'400 | 4'168'920 CHF | 4'173'400 CHF | 99.89% | 99.89% |
02.05.2024 | 0.11% | 177.20 CHF | 177.40 CHF | 23'300 | 23'300 | 23'300 | 23'300 | 4'121'320 CHF | 4'125'980 CHF | 99.57% | 99.57% |