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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.22% | 230.25 CHF | 230.76 CHF | 3'300 | 660 | 3'216 | 643 | 741'384 CHF | 148'606 CHF | 100.00% | 100.00% |
23.05.2024 | 0.22% | 231.75 CHF | 232.26 CHF | 3'200 | 640 | 3'200 | 640 | 745'687 CHF | 149'468 CHF | 99.99% | 99.99% |
22.05.2024 | 0.43% | 230.50 CHF | 231.50 CHF | 3'200 | 3'200 | 3'200 | 3'200 | 741'960 CHF | 745'160 CHF | 100.00% | 100.00% |
21.05.2024 | 0.22% | 234.75 CHF | 235.26 CHF | 3'200 | 3'200 | 3'186 | 3'186 | 749'785 CHF | 751'417 CHF | 95.36% | 95.36% |
17.05.2024 | 0.42% | 236.00 CHF | 237.00 CHF | 3'200 | 3'200 | 3'200 | 3'200 | 754'179 CHF | 757'379 CHF | 100.00% | 100.00% |
16.05.2024 | 0.43% | 234.50 CHF | 235.50 CHF | 3'200 | 3'200 | 3'195 | 3'195 | 749'950 CHF | 753'146 CHF | 100.00% | 100.00% |
15.05.2024 | 0.23% | 226.75 CHF | 227.26 CHF | 3'300 | 3'300 | 3'289 | 3'289 | 743'831 CHF | 745'514 CHF | 100.00% | 100.00% |
14.05.2024 | 0.23% | 223.75 CHF | 224.26 CHF | 3'300 | 3'300 | 3'381 | 3'381 | 752'706 CHF | 754'433 CHF | 98.94% | 98.94% |
13.05.2024 | 0.44% | 227.00 CHF | 228.00 CHF | 3'300 | 3'300 | 3'300 | 3'300 | 744'671 CHF | 747'971 CHF | 100.00% | 100.00% |
10.05.2024 | 0.44% | 224.50 CHF | 225.50 CHF | 3'300 | 3'300 | 3'300 | 3'300 | 742'399 CHF | 745'699 CHF | 100.00% | 100.00% |