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 | 0.22% | 39.35 CHF | 39.45 CHF | 24'800 | 24'800 | 24'783 | 24'783 | 1'105'450 CHF | 1'107'930 CHF | 99.99% | 99.99% |
15.05.2024 | 0.11% | 48.65 CHF | 48.70 CHF | 29'600 | 29'600 | 29'523 | 29'523 | 1'346'230 CHF | 1'347'710 CHF | 99.50% | 99.50% |
14.05.2024 | 0.25% | 41.40 CHF | 41.50 CHF | 28'500 | 28'500 | 28'499 | 28'499 | 1'151'000 CHF | 1'153'850 CHF | 99.83% | 99.83% |
13.05.2024 | 0.24% | 42.25 CHF | 42.35 CHF | 27'100 | 27'100 | 27'100 | 27'100 | 1'139'250 CHF | 1'141'960 CHF | 100.00% | 100.00% |
10.05.2024 | 0.11% | 43.65 CHF | 43.70 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 1'358'990 CHF | 1'360'490 CHF | 99.99% | 99.99% |
08.05.2024 | 0.15% | 32.00 CHF | 32.05 CHF | 40'400 | 40'400 | 40'395 | 40'395 | 1'315'410 CHF | 1'317'440 CHF | 99.44% | 99.44% |
07.05.2024 | 0.12% | 30.70 CHF | 30.75 CHF | 53'600 | 53'600 | 53'569 | 53'569 | 1'443'920 CHF | 1'445'720 CHF | 100.00% | 100.00% |
06.05.2024 | 0.13% | 23.19 CHF | 23.22 CHF | 65'400 | 65'400 | 65'400 | 65'400 | 1'458'620 CHF | 1'460'580 CHF | 99.73% | 99.73% |
03.05.2024 | 0.10% | 19.23 CHF | 19.25 CHF | 74'400 | 74'400 | 74'400 | 74'400 | 1'434'840 CHF | 1'436'320 CHF | 99.36% | 99.36% |
02.05.2024 | 0.16% | 18.20 CHF | 18.23 CHF | 70'400 | 70'400 | 70'400 | 70'400 | 1'295'560 CHF | 1'297'670 CHF | 99.53% | 99.53% |