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% | 41.25 CHF | 41.35 CHF | 3'700 | 3'700 | 3'681 | 3'681 | 152'028 CHF | 152'396 CHF | 99.89% | 99.89% |
15.05.2024 | 0.28% | 37.65 CHF | 37.75 CHF | 4'000 | 4'000 | 3'973 | 3'973 | 142'408 CHF | 142'806 CHF | 99.90% | 99.90% |
14.05.2024 | 0.28% | 35.40 CHF | 35.50 CHF | 3'600 | 3'600 | 3'585 | 3'585 | 129'567 CHF | 129'925 CHF | 99.45% | 99.45% |
13.05.2024 | 0.26% | 38.10 CHF | 38.20 CHF | 3'700 | 3'700 | 3'685 | 3'685 | 140'240 CHF | 140'609 CHF | 100.00% | 100.00% |
10.05.2024 | 0.26% | 37.35 CHF | 37.45 CHF | 3'500 | 3'500 | 3'486 | 3'486 | 133'480 CHF | 133'829 CHF | 99.99% | 99.99% |
08.05.2024 | 0.27% | 37.70 CHF | 37.80 CHF | 3'900 | 3'900 | 3'883 | 3'883 | 146'388 CHF | 146'776 CHF | 99.15% | 99.15% |
07.05.2024 | 0.31% | 34.95 CHF | 35.05 CHF | 4'500 | 4'500 | 4'481 | 4'481 | 144'962 CHF | 145'410 CHF | 99.63% | 99.63% |
06.05.2024 | 0.34% | 30.60 CHF | 30.70 CHF | 4'700 | 4'700 | 4'681 | 4'681 | 138'759 CHF | 139'227 CHF | 100.00% | 100.00% |
03.05.2024 | 0.35% | 29.25 CHF | 29.35 CHF | 5'100 | 5'100 | 5'079 | 5'079 | 146'294 CHF | 146'802 CHF | 99.86% | 99.86% |
02.05.2024 | 0.35% | 27.60 CHF | 27.70 CHF | 4'900 | 4'900 | 4'845 | 4'845 | 133'991 CHF | 134'456 CHF | 99.93% | 99.93% |