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 | 0.19% | 26.40 CHF | 26.45 CHF | 5'900 | 5'900 | 5'845 | 5'845 | 153'839 CHF | 154'131 CHF | 100.00% | 100.00% |
15.05.2024 | 0.19% | 26.05 CHF | 26.10 CHF | 6'000 | 6'000 | 5'854 | 5'854 | 152'790 CHF | 153'082 CHF | 99.93% | 99.93% |
14.05.2024 | 0.20% | 25.90 CHF | 25.95 CHF | 6'000 | 6'000 | 5'975 | 5'975 | 152'943 CHF | 153'242 CHF | 98.95% | 98.95% |
13.05.2024 | 0.20% | 25.75 CHF | 25.80 CHF | 6'000 | 6'000 | 5'944 | 5'944 | 153'051 CHF | 153'349 CHF | 99.83% | 99.83% |
10.05.2024 | 0.20% | 25.75 CHF | 25.80 CHF | 6'000 | 6'000 | 5'961 | 5'961 | 153'560 CHF | 153'859 CHF | 99.32% | 99.32% |
08.05.2024 | 0.20% | 25.30 CHF | 25.35 CHF | 6'100 | 6'100 | 6'048 | 6'048 | 153'338 CHF | 153'641 CHF | 99.43% | 99.43% |
07.05.2024 | 0.20% | 25.35 CHF | 25.40 CHF | 6'100 | 6'100 | 6'024 | 6'024 | 152'429 CHF | 152'731 CHF | 99.55% | 99.55% |
06.05.2024 | 0.20% | 24.90 CHF | 24.95 CHF | 6'100 | 6'100 | 6'045 | 6'045 | 150'560 CHF | 150'863 CHF | 98.44% | 98.44% |
03.05.2024 | 0.21% | 24.45 CHF | 24.50 CHF | 6'200 | 6'200 | 6'184 | 6'184 | 151'102 CHF | 151'412 CHF | 97.23% | 97.23% |
02.05.2024 | 0.21% | 24.05 CHF | 24.10 CHF | 6'300 | 6'300 | 6'280 | 6'280 | 152'199 CHF | 152'513 CHF | 99.36% | 99.36% |