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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.70% | 125.51 CHF | 126.39 CHF | 2'100 | 2'450 | 2'135 | 2'481 | 266'863 CHF | 312'259 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 124.72 CHF | 125.60 CHF | 2'380 | 2'500 | 2'469 | 2'500 | 306'418 CHF | 312'525 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 122.91 CHF | 123.77 CHF | 2'470 | 2'500 | 2'471 | 2'500 | 303'395 CHF | 309'138 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 122.88 CHF | 123.74 CHF | 2'350 | 2'500 | 2'350 | 2'500 | 288'934 CHF | 309'522 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 121.81 CHF | 122.67 CHF | 2'400 | 2'500 | 2'463 | 2'500 | 300'071 CHF | 306'675 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 121.76 CHF | 122.62 CHF | 2'350 | 2'500 | 2'460 | 2'500 | 298'030 CHF | 305'007 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 120.49 CHF | 121.34 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 300'909 CHF | 303'024 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 119.70 CHF | 120.54 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 298'907 CHF | 301'007 CHF | 99.50% | 99.50% |
02.05.2024 | 0.70% | 118.49 CHF | 119.32 CHF | 2'585 | 3'000 | 2'633 | 3'000 | 312'345 CHF | 358'397 CHF | 100.00% | 100.00% |
30.04.2024 | 0.70% | 119.13 CHF | 119.97 CHF | 2'595 | 2'965 | 2'979 | 2'997 | 355'999 CHF | 360'641 CHF | 100.00% | 100.00% |