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 | 0.05% | 34.01 CHF | 34.02 CHF | 26'000 | 26'000 | 14'612 | 14'612 | 496'715 CHF | 496'951 CHF | 99.60% | 99.60% |
15.05.2024 | 0.05% | 33.76 CHF | 33.77 CHF | 26'000 | 26'000 | 14'818 | 14'818 | 495'995 CHF | 496'235 CHF | 100.00% | 100.00% |
14.05.2024 | 0.05% | 33.26 CHF | 33.27 CHF | 27'000 | 27'000 | 15'108 | 15'108 | 501'281 CHF | 501'524 CHF | 99.78% | 99.78% |
13.05.2024 | 0.05% | 33.18 CHF | 33.19 CHF | 27'000 | 27'000 | 14'746 | 14'746 | 492'059 CHF | 492'297 CHF | 99.45% | 99.45% |
10.05.2024 | 0.05% | 33.14 CHF | 33.15 CHF | 27'000 | 27'000 | 15'111 | 15'111 | 501'365 CHF | 501'608 CHF | 99.97% | 99.97% |
08.05.2024 | 0.05% | 33.04 CHF | 33.05 CHF | 27'000 | 27'000 | 14'982 | 14'982 | 493'069 CHF | 493'312 CHF | 98.91% | 98.91% |
07.05.2024 | 0.05% | 33.05 CHF | 33.06 CHF | 27'000 | 27'000 | 14'964 | 14'964 | 495'327 CHF | 495'570 CHF | 99.31% | 99.31% |
06.05.2024 | 0.06% | 32.76 CHF | 32.77 CHF | 27'000 | 27'000 | 15'095 | 15'095 | 492'218 CHF | 492'462 CHF | 99.86% | 99.86% |
03.05.2024 | 0.06% | 32.30 CHF | 32.31 CHF | 27'000 | 27'000 | 15'488 | 15'488 | 496'675 CHF | 496'927 CHF | 99.41% | 99.41% |
02.05.2024 | 0.06% | 31.92 CHF | 31.93 CHF | 28'000 | 28'000 | 15'607 | 15'607 | 498'098 CHF | 498'350 CHF | 99.69% | 99.69% |