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 | 0.14% | 36.20 CHF | 36.25 CHF | 4'400 | 4'400 | 4'382 | 4'382 | 158'403 CHF | 158'622 CHF | 99.33% | 99.33% |
16.05.2024 | 0.14% | 35.00 CHF | 35.05 CHF | 4'600 | 4'600 | 4'578 | 4'578 | 163'455 CHF | 163'684 CHF | 99.79% | 99.79% |
15.05.2024 | 0.15% | 34.15 CHF | 34.20 CHF | 4'400 | 4'400 | 4'372 | 4'372 | 147'632 CHF | 147'851 CHF | 99.55% | 99.55% |
14.05.2024 | 0.14% | 35.30 CHF | 35.35 CHF | 4'400 | 4'400 | 4'382 | 4'382 | 152'024 CHF | 152'243 CHF | 99.67% | 99.67% |
13.05.2024 | 0.14% | 35.30 CHF | 35.35 CHF | 4'400 | 4'400 | 4'382 | 4'382 | 154'240 CHF | 154'459 CHF | 100.00% | 100.00% |
10.05.2024 | 0.14% | 34.70 CHF | 34.75 CHF | 4'500 | 4'500 | 4'481 | 4'481 | 158'005 CHF | 158'229 CHF | 100.00% | 100.00% |
08.05.2024 | 0.15% | 33.40 CHF | 33.45 CHF | 4'700 | 4'700 | 4'695 | 4'695 | 157'597 CHF | 157'832 CHF | 99.08% | 99.08% |
07.05.2024 | 0.15% | 33.15 CHF | 33.20 CHF | 4'800 | 4'800 | 4'967 | 4'967 | 160'568 CHF | 160'816 CHF | 99.53% | 99.53% |
06.05.2024 | 0.16% | 31.35 CHF | 31.40 CHF | 5'300 | 5'300 | 5'278 | 5'278 | 162'631 CHF | 162'894 CHF | 100.00% | 100.00% |
03.05.2024 | 0.17% | 28.70 CHF | 28.75 CHF | 5'100 | 5'100 | 5'079 | 5'079 | 151'149 CHF | 151'403 CHF | 99.68% | 99.68% |