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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.26% | 35.70 CHF | 35.75 CHF | 7'300 | 7'300 | 3'398 | 3'398 | 116'624 CHF | 116'882 CHF | 98.41% | 98.41% |
13.05.2024 | 0.25% | 34.50 CHF | 34.55 CHF | 7'200 | 7'200 | 3'194 | 3'194 | 114'286 CHF | 114'528 CHF | 99.81% | 99.81% |
10.05.2024 | 0.24% | 35.90 CHF | 35.95 CHF | 6'900 | 6'900 | 3'138 | 3'138 | 116'658 CHF | 116'897 CHF | 100.00% | 100.00% |
08.05.2024 | 0.26% | 37.00 CHF | 37.05 CHF | 7'200 | 7'200 | 3'225 | 3'225 | 115'012 CHF | 115'258 CHF | 99.13% | 99.13% |
07.05.2024 | 0.26% | 34.85 CHF | 34.90 CHF | 7'700 | 7'700 | 3'493 | 3'493 | 118'689 CHF | 118'954 CHF | 99.77% | 99.77% |
06.05.2024 | 0.29% | 32.45 CHF | 32.50 CHF | 8'300 | 8'300 | 3'744 | 3'744 | 118'557 CHF | 118'842 CHF | 99.68% | 99.68% |
03.05.2024 | 0.32% | 30.30 CHF | 30.35 CHF | 9'200 | 9'200 | 4'085 | 4'085 | 119'400 CHF | 119'710 CHF | 99.64% | 99.64% |
02.05.2024 | 0.32% | 27.75 CHF | 27.80 CHF | 9'400 | 9'400 | 4'238 | 4'238 | 118'021 CHF | 118'342 CHF | 99.98% | 99.98% |
30.04.2024 | 0.23% | 27.10 CHF | 27.15 CHF | 9'800 | 9'800 | 4'410 | 4'410 | 115'977 CHF | 116'220 CHF | 99.15% | 99.15% |
29.04.2024 | 0.32% | 26.65 CHF | 26.70 CHF | 9'100 | 9'100 | 3'738 | 3'738 | 103'317 CHF | 103'592 CHF | 99.78% | 99.78% |