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 | 0.83% | 96.67 CHF | 97.47 CHF | 2'500 | 2'080 | 2'500 | 2'463 | 240'724 CHF | 239'081 CHF | 100.00% | 100.00% |
14.05.2024 | 0.83% | 95.93 CHF | 96.73 CHF | 2'500 | 2'265 | 2'500 | 2'278 | 239'524 CHF | 220'044 CHF | 100.00% | 100.00% |
13.05.2024 | 0.84% | 95.23 CHF | 96.03 CHF | 2'250 | 2'335 | 2'466 | 2'413 | 234'622 CHF | 231'600 CHF | 100.00% | 100.00% |
10.05.2024 | 0.84% | 94.78 CHF | 95.58 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 236'887 CHF | 238'887 CHF | 100.00% | 100.00% |
08.05.2024 | 0.85% | 93.95 CHF | 94.75 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 235'042 CHF | 237'042 CHF | 100.00% | 100.00% |
07.05.2024 | 0.85% | 93.93 CHF | 94.73 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 233'458 CHF | 235'458 CHF | 100.00% | 100.00% |
06.05.2024 | 0.86% | 92.92 CHF | 93.72 CHF | 2'465 | 2'500 | 2'486 | 2'500 | 231'219 CHF | 234'528 CHF | 100.00% | 100.00% |
03.05.2024 | 0.86% | 92.73 CHF | 93.53 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 232'124 CHF | 234'124 CHF | 99.93% | 99.93% |
02.05.2024 | 0.86% | 92.23 CHF | 93.03 CHF | 2'500 | 2'250 | 2'500 | 2'342 | 231'189 CHF | 218'496 CHF | 100.00% | 100.00% |
30.04.2024 | 0.86% | 92.42 CHF | 93.22 CHF | 2'500 | 2'180 | 2'500 | 2'371 | 230'897 CHF | 220'846 CHF | 100.00% | 100.00% |