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 | 0.15% | 67.50 CHF | 67.60 CHF | 1'300 | 1'300 | 1'293 | 1'293 | 87'033 CHF | 87'162 CHF | 100.00% | 100.00% |
15.05.2024 | 0.16% | 62.50 CHF | 62.60 CHF | 1'300 | 1'300 | 1'291 | 1'291 | 81'531 CHF | 81'660 CHF | 99.65% | 99.65% |
14.05.2024 | 0.16% | 62.80 CHF | 62.90 CHF | 1'300 | 1'300 | 1'295 | 1'295 | 79'902 CHF | 80'032 CHF | 99.36% | 99.36% |
13.05.2024 | 0.15% | 63.70 CHF | 63.80 CHF | 1'200 | 1'200 | 1'195 | 1'195 | 77'442 CHF | 77'561 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 67.60 CHF | 67.70 CHF | 1'300 | 1'300 | 1'295 | 1'295 | 86'104 CHF | 86'233 CHF | 100.00% | 100.00% |
08.05.2024 | 0.18% | 55.60 CHF | 55.70 CHF | 1'600 | 1'600 | 1'593 | 1'593 | 86'746 CHF | 86'906 CHF | 98.98% | 98.98% |
07.05.2024 | 0.10% | 50.10 CHF | 50.15 CHF | 1'700 | 1'700 | 1'693 | 1'693 | 80'941 CHF | 81'025 CHF | 99.57% | 99.57% |
06.05.2024 | 0.11% | 46.90 CHF | 46.95 CHF | 1'800 | 1'800 | 1'809 | 1'809 | 81'975 CHF | 82'066 CHF | 100.00% | 100.00% |
03.05.2024 | 0.11% | 42.30 CHF | 42.35 CHF | 1'800 | 1'800 | 1'753 | 1'753 | 77'332 CHF | 77'420 CHF | 99.41% | 99.41% |
02.05.2024 | 0.11% | 45.90 CHF | 45.95 CHF | 1'700 | 1'700 | 1'693 | 1'693 | 79'529 CHF | 79'613 CHF | 99.99% | 99.99% |