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% | 119.40 CHF | 119.60 CHF | 3'300 | 3'300 | 1'492 | 1'492 | 176'366 CHF | 176'665 CHF | 99.99% | 99.99% |
15.05.2024 | 0.13% | 114.80 CHF | 115.00 CHF | 3'700 | 3'700 | 1'738 | 1'738 | 183'553 CHF | 183'823 CHF | 100.00% | 100.00% |
14.05.2024 | 0.11% | 98.90 CHF | 99.00 CHF | 4'000 | 4'000 | 1'782 | 1'782 | 172'180 CHF | 172'359 CHF | 99.99% | 99.99% |
13.05.2024 | 0.10% | 97.20 CHF | 97.30 CHF | 4'100 | 4'100 | 1'889 | 1'889 | 182'365 CHF | 182'554 CHF | 100.00% | 100.00% |
10.05.2024 | 0.11% | 95.70 CHF | 95.80 CHF | 4'200 | 4'200 | 1'899 | 1'899 | 183'064 CHF | 183'254 CHF | 99.99% | 99.99% |
08.05.2024 | 0.10% | 97.90 CHF | 98.00 CHF | 3'900 | 3'900 | 1'734 | 1'734 | 170'809 CHF | 170'983 CHF | 98.97% | 98.97% |
07.05.2024 | 0.11% | 98.70 CHF | 98.80 CHF | 3'700 | 3'700 | 1'704 | 1'704 | 169'717 CHF | 169'903 CHF | 97.82% | 97.82% |
06.05.2024 | 0.11% | 103.20 CHF | 103.40 CHF | 4'100 | 4'100 | 1'866 | 1'866 | 182'721 CHF | 182'938 CHF | 100.00% | 100.00% |
03.05.2024 | 0.12% | 88.30 CHF | 88.40 CHF | 4'700 | 4'700 | 2'171 | 2'171 | 188'338 CHF | 188'556 CHF | 99.73% | 99.73% |
02.05.2024 | 0.13% | 79.90 CHF | 80.00 CHF | 5'300 | 5'300 | 2'385 | 2'385 | 185'051 CHF | 185'290 CHF | 99.95% | 99.95% |