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 | 0.48% | 1'040.00 CHF | 1'045.00 CHF | 3'200 | 3'200 | 3'197 | 3'197 | 3'324'530 CHF | 3'340'530 CHF | 100.00% | 100.00% |
15.05.2024 | 0.48% | 1'040.00 CHF | 1'045.00 CHF | 3'200 | 3'200 | 3'195 | 3'195 | 3'322'510 CHF | 3'338'510 CHF | 99.30% | 99.30% |
14.05.2024 | 0.48% | 1'040.00 CHF | 1'045.00 CHF | 3'200 | 3'200 | 3'200 | 3'200 | 3'328'000 CHF | 3'344'000 CHF | 99.81% | 99.81% |
13.05.2024 | 0.48% | 1'040.00 CHF | 1'045.00 CHF | 3'200 | 3'200 | 3'200 | 3'200 | 3'328'000 CHF | 3'344'000 CHF | 99.23% | 99.23% |
10.05.2024 | 0.48% | 1'040.00 CHF | 1'045.00 CHF | 3'200 | 3'200 | 3'200 | 3'200 | 3'328'000 CHF | 3'344'000 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 1'035.00 CHF | 1'040.00 CHF | 3'200 | 3'200 | 3'200 | 3'200 | 3'312'030 CHF | 3'328'030 CHF | 96.89% | 96.89% |
07.05.2024 | 0.48% | 1'035.00 CHF | 1'040.00 CHF | 3'200 | 3'200 | 3'199 | 3'199 | 3'310'500 CHF | 3'326'500 CHF | 96.11% | 96.11% |
06.05.2024 | 0.48% | 1'035.00 CHF | 1'040.00 CHF | 3'200 | 3'200 | 3'200 | 3'200 | 3'312'000 CHF | 3'328'000 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 1'035.00 CHF | 1'040.00 CHF | 3'200 | 3'200 | 3'200 | 3'200 | 3'301'250 CHF | 3'317'250 CHF | 99.91% | 99.91% |
02.05.2024 | 0.48% | 1'030.00 CHF | 1'035.00 CHF | 3'200 | 3'200 | 3'200 | 3'200 | 3'296'980 CHF | 3'312'980 CHF | 99.57% | 99.57% |