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% | 53.80 CHF | 53.85 CHF | 2'900 | 2'900 | 2'873 | 2'873 | 153'968 CHF | 154'112 CHF | 100.00% | 100.00% |
15.05.2024 | 0.09% | 53.05 CHF | 53.10 CHF | 3'000 | 3'000 | 2'884 | 2'884 | 153'304 CHF | 153'448 CHF | 99.79% | 99.79% |
14.05.2024 | 0.10% | 52.80 CHF | 52.85 CHF | 3'000 | 3'000 | 2'975 | 2'975 | 155'151 CHF | 155'300 CHF | 99.24% | 99.24% |
13.05.2024 | 0.10% | 52.45 CHF | 52.50 CHF | 3'000 | 3'000 | 2'972 | 2'972 | 155'887 CHF | 156'036 CHF | 99.83% | 99.83% |
10.05.2024 | 0.10% | 52.40 CHF | 52.45 CHF | 3'000 | 3'000 | 2'977 | 2'977 | 156'212 CHF | 156'361 CHF | 99.57% | 99.57% |
08.05.2024 | 0.10% | 51.55 CHF | 51.60 CHF | 3'000 | 3'000 | 2'992 | 2'992 | 154'569 CHF | 154'719 CHF | 99.51% | 99.51% |
07.05.2024 | 0.10% | 51.65 CHF | 51.70 CHF | 3'000 | 3'000 | 2'970 | 2'970 | 153'132 CHF | 153'281 CHF | 99.69% | 99.69% |
06.05.2024 | 0.10% | 50.80 CHF | 50.85 CHF | 3'000 | 3'000 | 2'981 | 2'981 | 151'372 CHF | 151'521 CHF | 98.64% | 98.64% |
03.05.2024 | 0.10% | 49.85 CHF | 49.90 CHF | 3'100 | 3'100 | 3'084 | 3'084 | 153'672 CHF | 153'826 CHF | 96.72% | 96.72% |
02.05.2024 | 0.10% | 49.05 CHF | 49.10 CHF | 3'100 | 3'100 | 3'090 | 3'090 | 152'711 CHF | 152'865 CHF | 99.17% | 99.17% |