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 | 0.75% | 33.14 CHF | 33.39 CHF | 6'035 | 5'989 | 5'990 | 5'953 | 198'394 CHF | 198'654 CHF | 99.98% | 99.98% |
15.05.2024 | 0.76% | 32.95 CHF | 33.20 CHF | 6'069 | 6'024 | 6'084 | 6'039 | 199'984 CHF | 199'985 CHF | 99.91% | 99.91% |
14.05.2024 | 0.76% | 32.80 CHF | 33.05 CHF | 6'097 | 5'930 | 6'120 | 6'050 | 199'985 CHF | 199'219 CHF | 99.93% | 99.93% |
13.05.2024 | 0.76% | 32.77 CHF | 33.02 CHF | 6'103 | 6'056 | 6'107 | 6'061 | 199'984 CHF | 199'982 CHF | 99.99% | 99.99% |
10.05.2024 | 0.76% | 32.73 CHF | 32.98 CHF | 6'110 | 5'545 | 6'113 | 5'574 | 199'987 CHF | 183'718 CHF | 99.99% | 99.99% |
08.05.2024 | 0.74% | 32.16 CHF | 32.40 CHF | 6'218 | 6'152 | 6'222 | 6'156 | 199'976 CHF | 199'333 CHF | 99.97% | 99.97% |
07.05.2024 | 0.74% | 32.34 CHF | 32.58 CHF | 6'159 | 5'718 | 6'204 | 6'059 | 199'908 CHF | 196'695 CHF | 99.98% | 99.98% |
06.05.2024 | 0.75% | 31.99 CHF | 32.23 CHF | 6'251 | 6'175 | 6'276 | 6'199 | 199'985 CHF | 199'024 CHF | 99.99% | 99.99% |
03.05.2024 | 0.75% | 31.67 CHF | 31.91 CHF | 6'315 | 6'267 | 6'306 | 6'258 | 199'995 CHF | 199'976 CHF | 99.92% | 99.92% |
02.05.2024 | 0.75% | 31.71 CHF | 31.95 CHF | 6'307 | 6'258 | 6'309 | 6'260 | 199'995 CHF | 199'945 CHF | 99.91% | 99.91% |