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 | 0.31% | 72.61 CHF | 72.84 CHF | 10'000 | 10'000 | 9'954 | 9'954 | 734'777 CHF | 737'071 CHF | 100.00% | 100.00% |
15.05.2024 | 0.30% | 74.91 CHF | 75.13 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 736'068 CHF | 738'268 CHF | 100.00% | 100.00% |
14.05.2024 | 0.31% | 73.13 CHF | 73.35 CHF | 10'000 | 10'000 | 9'955 | 9'955 | 721'195 CHF | 723'390 CHF | 100.00% | 100.00% |
13.05.2024 | 0.30% | 72.84 CHF | 73.06 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 725'347 CHF | 727'547 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 72.40 CHF | 72.62 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 731'958 CHF | 734'158 CHF | 100.00% | 100.00% |
08.05.2024 | 0.29% | 68.23 CHF | 68.43 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 681'274 CHF | 683'274 CHF | 100.00% | 100.00% |
07.05.2024 | 0.29% | 66.44 CHF | 66.63 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 643'543 CHF | 645'443 CHF | 100.00% | 100.00% |
06.05.2024 | 0.29% | 61.89 CHF | 62.07 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 613'415 CHF | 615'215 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 58.78 CHF | 58.96 CHF | 10'000 | 10'000 | 9'954 | 9'954 | 587'151 CHF | 588'946 CHF | 100.00% | 100.00% |
02.05.2024 | 0.32% | 57.66 CHF | 57.84 CHF | 10'000 | 10'000 | 9'911 | 9'911 | 573'210 CHF | 575'002 CHF | 99.92% | 99.92% |