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 | 0.63% | 125.11 CHF | 125.90 CHF | 15'000 | 15'000 | 14'984 | 14'984 | 1'875'650 CHF | 1'887'470 CHF | 99.90% | 99.90% |
15.05.2024 | 0.80% | 125.00 CHF | 126.00 CHF | 15'000 | 15'000 | 14'950 | 14'950 | 1'864'950 CHF | 1'879'910 CHF | 98.61% | 98.61% |
14.05.2024 | 0.47% | 124.50 CHF | 125.50 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 1'870'180 CHF | 1'879'060 CHF | 98.85% | 98.85% |
13.05.2024 | 0.44% | 124.50 CHF | 125.00 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 1'872'300 CHF | 1'880'470 CHF | 99.66% | 99.66% |
10.05.2024 | 0.40% | 124.50 CHF | 125.00 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 1'867'340 CHF | 1'874'840 CHF | 100.00% | 100.00% |
08.05.2024 | 0.41% | 123.50 CHF | 124.00 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 1'847'320 CHF | 1'854'820 CHF | 97.42% | 97.42% |
07.05.2024 | 0.41% | 122.50 CHF | 123.00 CHF | 15'000 | 15'000 | 14'998 | 14'998 | 1'828'740 CHF | 1'836'240 CHF | 99.77% | 99.77% |
06.05.2024 | 0.42% | 120.00 CHF | 120.50 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 1'802'210 CHF | 1'809'710 CHF | 100.00% | 100.00% |
03.05.2024 | 0.42% | 119.00 CHF | 119.50 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 1'783'010 CHF | 1'790'510 CHF | 99.83% | 99.83% |
02.05.2024 | 0.42% | 118.00 CHF | 118.50 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 1'778'890 CHF | 1'786'390 CHF | 100.00% | 100.00% |