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 | 0.89% | 260.50 CHF | 262.75 CHF | 1'000 | 1'000 | 273 | 273 | 71'006 CHF | 71'646 CHF | 91.49% | 91.49% |
15.05.2024 | 0.91% | 260.00 CHF | 262.50 CHF | 1'000 | 1'000 | 256 | 256 | 66'561 CHF | 67'169 CHF | 93.31% | 93.31% |
14.05.2024 | 0.91% | 258.50 CHF | 260.75 CHF | 1'000 | 1'000 | 287 | 287 | 74'128 CHF | 74'803 CHF | 90.76% | 90.76% |
13.05.2024 | 0.91% | 257.75 CHF | 260.00 CHF | 1'000 | 1'000 | 290 | 290 | 74'785 CHF | 75'468 CHF | 89.99% | 89.99% |
10.05.2024 | 0.90% | 256.00 CHF | 258.25 CHF | 1'000 | 1'000 | 269 | 269 | 68'909 CHF | 69'539 CHF | 90.14% | 90.14% |
08.05.2024 | 0.92% | 254.25 CHF | 256.75 CHF | 1'000 | 1'000 | 262 | 262 | 66'682 CHF | 67'295 CHF | 93.30% | 93.30% |
07.05.2024 | 0.92% | 255.75 CHF | 258.25 CHF | 1'000 | 1'000 | 279 | 279 | 71'290 CHF | 71'948 CHF | 93.06% | 93.06% |
06.05.2024 | 0.93% | 253.25 CHF | 255.50 CHF | 1'000 | 1'000 | 141 | 141 | 35'630 CHF | 35'965 CHF | 93.93% | 93.93% |
03.05.2024 | 0.93% | 250.25 CHF | 252.75 CHF | 1'000 | 1'000 | 129 | 129 | 32'467 CHF | 32'770 CHF | 80.40% | 80.40% |
02.05.2024 | 0.93% | 251.00 CHF | 253.25 CHF | 1'000 | 1'000 | 290 | 290 | 72'556 CHF | 73'238 CHF | 91.11% | 91.11% |