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 | 1.08% | 397.50 CHF | 400.50 CHF | 2'000 | 2'000 | 1'337 | 1'337 | 530'813 CHF | 536'150 CHF | 48.83% | 48.83% |
15.05.2024 | 0.90% | 396.25 CHF | 401.25 CHF | 1'000 | 1'000 | 1'708 | 1'708 | 678'257 CHF | 683'965 CHF | 72.90% | 72.90% |
14.05.2024 | 0.75% | 397.25 CHF | 400.25 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 794'498 CHF | 800'475 CHF | 87.14% | 87.14% |
13.05.2024 | 0.75% | 397.25 CHF | 400.25 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 794'500 CHF | 800'500 CHF | 80.44% | 80.44% |
10.05.2024 | 0.75% | 397.25 CHF | 400.25 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 794'448 CHF | 800'447 CHF | 93.08% | 93.08% |
08.05.2024 | 0.75% | 397.00 CHF | 400.00 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 794'000 CHF | 800'000 CHF | 75.75% | 75.75% |
07.05.2024 | 0.75% | 396.75 CHF | 399.75 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 793'500 CHF | 799'500 CHF | 67.19% | 67.19% |
06.05.2024 | 0.75% | 396.50 CHF | 399.50 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 793'200 CHF | 799'159 CHF | 95.56% | 95.56% |
03.05.2024 | 0.75% | 396.00 CHF | 399.00 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 792'266 CHF | 798'247 CHF | 94.49% | 94.49% |
02.05.2024 | 0.75% | 396.00 CHF | 399.00 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 792'088 CHF | 798'067 CHF | 91.83% | 91.83% |