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 | 0.24% | 21.30 CHF | 21.35 CHF | 5'900 | 5'900 | 5'845 | 5'845 | 123'771 CHF | 124'063 CHF | 100.00% | 100.00% |
15.05.2024 | 0.24% | 20.90 CHF | 20.95 CHF | 6'000 | 6'000 | 5'854 | 5'854 | 122'677 CHF | 122'970 CHF | 100.00% | 100.00% |
14.05.2024 | 0.25% | 20.75 CHF | 20.80 CHF | 6'000 | 6'000 | 5'974 | 5'974 | 122'180 CHF | 122'479 CHF | 98.95% | 98.95% |
13.05.2024 | 0.24% | 20.60 CHF | 20.65 CHF | 6'000 | 6'000 | 5'943 | 5'943 | 122'466 CHF | 122'763 CHF | 99.83% | 99.83% |
10.05.2024 | 0.24% | 20.60 CHF | 20.65 CHF | 6'000 | 6'000 | 5'952 | 5'952 | 122'700 CHF | 122'998 CHF | 99.42% | 99.42% |
08.05.2024 | 0.25% | 20.15 CHF | 20.20 CHF | 6'100 | 6'100 | 6'048 | 6'048 | 122'237 CHF | 122'540 CHF | 99.53% | 99.53% |
07.05.2024 | 0.25% | 20.20 CHF | 20.25 CHF | 6'100 | 6'100 | 6'018 | 6'018 | 121'352 CHF | 121'653 CHF | 99.74% | 99.74% |
06.05.2024 | 0.26% | 19.75 CHF | 19.80 CHF | 6'100 | 6'100 | 6'049 | 6'049 | 119'608 CHF | 119'911 CHF | 98.42% | 98.42% |
03.05.2024 | 0.26% | 19.30 CHF | 19.35 CHF | 6'200 | 6'200 | 6'175 | 6'175 | 119'175 CHF | 119'484 CHF | 97.80% | 97.80% |
02.05.2024 | 0.26% | 18.90 CHF | 18.95 CHF | 6'300 | 6'300 | 6'271 | 6'271 | 119'788 CHF | 120'102 CHF | 98.91% | 98.91% |