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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.04% | 72.32 CHF | 72.34 CHF | 20'000 | 20'000 | 7'322 | 7'322 | 522'465 CHF | 522'643 CHF | 98.81% | 98.81% |
22.05.2024 | 0.03% | 65.57 CHF | 65.59 CHF | 22'000 | 22'000 | 9'865 | 9'865 | 648'009 CHF | 648'206 CHF | 97.72% | 97.72% |
21.05.2024 | 0.03% | 65.14 CHF | 65.16 CHF | 22'000 | 22'000 | 10'082 | 10'082 | 656'869 CHF | 657'071 CHF | 97.13% | 97.13% |
17.05.2024 | 0.03% | 64.21 CHF | 64.23 CHF | 23'000 | 23'000 | 9'966 | 9'966 | 643'485 CHF | 643'685 CHF | 97.49% | 97.49% |
16.05.2024 | 0.03% | 65.28 CHF | 65.30 CHF | 22'000 | 22'000 | 9'921 | 9'921 | 645'423 CHF | 645'622 CHF | 97.53% | 97.53% |
15.05.2024 | 0.03% | 64.56 CHF | 64.58 CHF | 22'000 | 22'000 | 10'106 | 10'106 | 637'360 CHF | 637'562 CHF | 97.52% | 97.52% |
14.05.2024 | 0.03% | 61.99 CHF | 62.01 CHF | 23'000 | 23'000 | 10'158 | 10'158 | 626'145 CHF | 626'348 CHF | 98.05% | 98.05% |
13.05.2024 | 0.03% | 61.74 CHF | 61.76 CHF | 23'000 | 23'000 | 10'279 | 10'279 | 633'061 CHF | 633'267 CHF | 97.35% | 97.35% |
10.05.2024 | 0.03% | 61.43 CHF | 61.45 CHF | 23'000 | 23'000 | 9'931 | 9'931 | 611'198 CHF | 611'397 CHF | 96.94% | 96.94% |
08.05.2024 | 0.03% | 61.84 CHF | 61.86 CHF | 23'000 | 23'000 | 9'920 | 9'920 | 614'308 CHF | 614'506 CHF | 96.71% | 96.71% |