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 | 0.09% | 54.85 CHF | 54.90 CHF | 2'900 | 2'900 | 2'873 | 2'873 | 157'026 CHF | 157'170 CHF | 100.00% | 100.00% |
15.05.2024 | 0.09% | 54.10 CHF | 54.15 CHF | 3'000 | 3'000 | 2'884 | 2'884 | 156'333 CHF | 156'478 CHF | 99.93% | 99.93% |
14.05.2024 | 0.09% | 53.85 CHF | 53.90 CHF | 3'000 | 3'000 | 2'975 | 2'975 | 158'299 CHF | 158'448 CHF | 99.13% | 99.13% |
13.05.2024 | 0.09% | 53.50 CHF | 53.55 CHF | 3'000 | 3'000 | 2'972 | 2'972 | 159'037 CHF | 159'186 CHF | 99.83% | 99.83% |
10.05.2024 | 0.09% | 53.45 CHF | 53.50 CHF | 3'000 | 3'000 | 2'978 | 2'978 | 159'418 CHF | 159'567 CHF | 99.47% | 99.47% |
08.05.2024 | 0.09% | 52.60 CHF | 52.65 CHF | 3'000 | 3'000 | 2'994 | 2'994 | 157'864 CHF | 158'014 CHF | 99.43% | 99.43% |
07.05.2024 | 0.10% | 52.70 CHF | 52.75 CHF | 3'000 | 3'000 | 2'970 | 2'970 | 156'259 CHF | 156'408 CHF | 99.67% | 99.67% |
06.05.2024 | 0.10% | 51.85 CHF | 51.90 CHF | 3'000 | 3'000 | 2'980 | 2'980 | 154'448 CHF | 154'597 CHF | 98.64% | 98.64% |
03.05.2024 | 0.10% | 50.90 CHF | 50.95 CHF | 3'100 | 3'100 | 3'084 | 3'084 | 156'953 CHF | 157'107 CHF | 96.92% | 96.92% |
02.05.2024 | 0.10% | 50.10 CHF | 50.15 CHF | 3'100 | 3'100 | 3'090 | 3'090 | 156'032 CHF | 156'186 CHF | 99.39% | 99.39% |