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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.68% | 11'740.00 CHF | 11'820.00 CHF | 300 | 300 | 300 | 300 | 3'522'030 CHF | 3'546'030 CHF | 100.00% | 100.00% |
16.05.2024 | 0.68% | 11'700.00 CHF | 11'780.00 CHF | 300 | 300 | 300 | 300 | 3'508'600 CHF | 3'532'580 CHF | 99.90% | 99.90% |
15.05.2024 | 0.69% | 11'680.00 CHF | 11'760.00 CHF | 300 | 300 | 299 | 299 | 3'481'890 CHF | 3'505'820 CHF | 98.84% | 98.84% |
14.05.2024 | 0.60% | 11'620.00 CHF | 11'690.00 CHF | 300 | 300 | 300 | 300 | 3'478'980 CHF | 3'499'980 CHF | 98.93% | 98.93% |
13.05.2024 | 0.60% | 11'600.00 CHF | 11'670.00 CHF | 300 | 300 | 300 | 300 | 3'479'780 CHF | 3'500'780 CHF | 99.66% | 99.66% |
10.05.2024 | 0.60% | 11'590.00 CHF | 11'660.00 CHF | 300 | 300 | 300 | 300 | 3'473'610 CHF | 3'494'610 CHF | 100.00% | 100.00% |
08.05.2024 | 0.61% | 11'490.00 CHF | 11'560.00 CHF | 300 | 300 | 300 | 300 | 3'445'740 CHF | 3'466'740 CHF | 97.42% | 97.42% |
07.05.2024 | 0.61% | 11'450.00 CHF | 11'520.00 CHF | 300 | 300 | 300 | 300 | 3'423'040 CHF | 3'444'040 CHF | 99.78% | 99.78% |
06.05.2024 | 0.62% | 11'320.00 CHF | 11'390.00 CHF | 300 | 300 | 300 | 300 | 3'399'080 CHF | 3'420'080 CHF | 100.00% | 100.00% |
03.05.2024 | 0.62% | 11'280.00 CHF | 11'350.00 CHF | 300 | 300 | 300 | 300 | 3'382'510 CHF | 3'403'510 CHF | 99.97% | 99.97% |