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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.22% | 22.55 CHF | 22.60 CHF | 6'400 | 6'400 | 6'307 | 6'307 | 142'449 CHF | 142'764 CHF | 100.00% | 100.00% |
21.05.2024 | 0.22% | 23.05 CHF | 23.10 CHF | 6'300 | 6'300 | 6'229 | 6'229 | 143'017 CHF | 143'329 CHF | 99.61% | 99.61% |
17.05.2024 | 0.22% | 22.90 CHF | 22.95 CHF | 6'300 | 6'300 | 6'159 | 6'159 | 142'146 CHF | 142'454 CHF | 100.00% | 100.00% |
16.05.2024 | 0.21% | 23.70 CHF | 23.75 CHF | 5'900 | 5'900 | 5'845 | 5'845 | 137'943 CHF | 138'236 CHF | 100.00% | 100.00% |
15.05.2024 | 0.22% | 23.30 CHF | 23.35 CHF | 6'000 | 6'000 | 5'860 | 5'860 | 136'998 CHF | 137'291 CHF | 100.00% | 100.00% |
14.05.2024 | 0.22% | 23.20 CHF | 23.25 CHF | 6'000 | 6'000 | 5'970 | 5'970 | 136'585 CHF | 136'884 CHF | 98.98% | 98.98% |
13.05.2024 | 0.22% | 23.05 CHF | 23.10 CHF | 6'000 | 6'000 | 5'944 | 5'944 | 136'896 CHF | 137'194 CHF | 99.83% | 99.83% |
10.05.2024 | 0.22% | 23.00 CHF | 23.05 CHF | 6'000 | 6'000 | 5'957 | 5'957 | 137'228 CHF | 137'526 CHF | 99.45% | 99.45% |
08.05.2024 | 0.22% | 22.55 CHF | 22.60 CHF | 6'100 | 6'100 | 6'061 | 6'061 | 137'170 CHF | 137'474 CHF | 99.46% | 99.46% |
07.05.2024 | 0.22% | 22.65 CHF | 22.70 CHF | 6'100 | 6'100 | 6'017 | 6'017 | 135'890 CHF | 136'191 CHF | 99.65% | 99.65% |