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 | 0.20% | 25.05 CHF | 25.10 CHF | 5'900 | 5'900 | 5'845 | 5'845 | 145'865 CHF | 146'157 CHF | 100.00% | 100.00% |
15.05.2024 | 0.20% | 24.70 CHF | 24.75 CHF | 6'000 | 6'000 | 5'860 | 5'860 | 144'941 CHF | 145'234 CHF | 100.00% | 100.00% |
14.05.2024 | 0.21% | 24.55 CHF | 24.60 CHF | 6'000 | 6'000 | 5'957 | 5'957 | 144'367 CHF | 144'665 CHF | 99.26% | 99.26% |
13.05.2024 | 0.21% | 24.40 CHF | 24.45 CHF | 6'000 | 6'000 | 5'944 | 5'944 | 144'947 CHF | 145'244 CHF | 99.83% | 99.83% |
10.05.2024 | 0.21% | 24.35 CHF | 24.40 CHF | 6'000 | 6'000 | 5'958 | 5'958 | 145'311 CHF | 145'609 CHF | 99.32% | 99.32% |
08.05.2024 | 0.21% | 23.95 CHF | 24.00 CHF | 6'100 | 6'100 | 6'057 | 6'057 | 145'282 CHF | 145'584 CHF | 99.46% | 99.46% |
07.05.2024 | 0.21% | 24.00 CHF | 24.05 CHF | 6'100 | 6'100 | 6'018 | 6'018 | 144'015 CHF | 144'316 CHF | 99.64% | 99.64% |
06.05.2024 | 0.21% | 23.55 CHF | 23.60 CHF | 6'100 | 6'100 | 6'044 | 6'044 | 142'294 CHF | 142'597 CHF | 98.47% | 98.47% |
03.05.2024 | 0.22% | 23.10 CHF | 23.15 CHF | 6'200 | 6'200 | 6'181 | 6'181 | 142'618 CHF | 142'928 CHF | 98.14% | 98.14% |
02.05.2024 | 0.22% | 22.70 CHF | 22.75 CHF | 6'300 | 6'300 | 6'276 | 6'276 | 143'536 CHF | 143'850 CHF | 99.44% | 99.44% |