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 | 0.23% | 21.62 CHF | 21.67 CHF | 6'200 | 6'200 | 6'104 | 6'104 | 133'879 CHF | 134'185 CHF | 100.00% | 100.00% |
15.05.2024 | 0.22% | 22.61 CHF | 22.66 CHF | 5'600 | 5'600 | 5'574 | 5'574 | 128'033 CHF | 128'313 CHF | 99.99% | 99.99% |
14.05.2024 | 0.21% | 23.58 CHF | 23.63 CHF | 5'800 | 5'800 | 5'776 | 5'776 | 136'509 CHF | 136'798 CHF | 99.93% | 99.93% |
13.05.2024 | 0.23% | 22.78 CHF | 22.83 CHF | 6'000 | 6'000 | 6'074 | 6'074 | 134'443 CHF | 134'747 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 21.29 CHF | 21.34 CHF | 6'100 | 6'100 | 6'113 | 6'113 | 129'628 CHF | 129'934 CHF | 100.00% | 100.00% |
08.05.2024 | 0.24% | 20.92 CHF | 20.97 CHF | 5'700 | 5'700 | 5'675 | 5'675 | 116'284 CHF | 116'568 CHF | 99.01% | 99.01% |
07.05.2024 | 0.22% | 23.53 CHF | 23.58 CHF | 5'700 | 5'700 | 5'755 | 5'755 | 131'636 CHF | 131'924 CHF | 97.66% | 97.66% |
06.05.2024 | 0.22% | 22.80 CHF | 22.85 CHF | 5'900 | 5'900 | 5'852 | 5'852 | 134'457 CHF | 134'750 CHF | 100.00% | 100.00% |
03.05.2024 | 0.22% | 22.23 CHF | 22.28 CHF | 6'000 | 6'000 | 5'975 | 5'975 | 132'899 CHF | 133'198 CHF | 99.92% | 99.92% |
02.05.2024 | 0.23% | 22.09 CHF | 22.14 CHF | 5'900 | 5'900 | 5'876 | 5'876 | 130'071 CHF | 130'365 CHF | 99.98% | 99.98% |