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 | 0.29% | 50.20 CHF | 50.35 CHF | 3'100 | 3'100 | 3'097 | 3'097 | 162'399 CHF | 162'864 CHF | 100.00% | 100.00% |
15.05.2024 | 0.22% | 47.80 CHF | 47.90 CHF | 3'600 | 3'600 | 3'591 | 3'591 | 163'305 CHF | 163'665 CHF | 100.00% | 100.00% |
14.05.2024 | 0.22% | 45.55 CHF | 45.65 CHF | 3'600 | 3'600 | 3'600 | 3'600 | 160'267 CHF | 160'627 CHF | 99.30% | 99.30% |
13.05.2024 | 0.24% | 42.35 CHF | 42.45 CHF | 3'800 | 3'800 | 3'800 | 3'800 | 158'681 CHF | 159'061 CHF | 100.00% | 100.00% |
10.05.2024 | 0.22% | 43.35 CHF | 43.45 CHF | 3'700 | 3'700 | 3'700 | 3'700 | 166'550 CHF | 166'920 CHF | 99.99% | 99.99% |
08.05.2024 | 0.22% | 45.05 CHF | 45.15 CHF | 3'800 | 3'800 | 3'800 | 3'800 | 169'278 CHF | 169'658 CHF | 99.77% | 99.77% |
07.05.2024 | 0.28% | 52.60 CHF | 52.75 CHF | 3'100 | 3'100 | 3'100 | 3'100 | 165'801 CHF | 166'266 CHF | 98.36% | 98.36% |
06.05.2024 | 0.19% | 53.70 CHF | 53.80 CHF | 3'600 | 3'600 | 3'600 | 3'600 | 186'603 CHF | 186'963 CHF | 100.00% | 100.00% |
03.05.2024 | 0.36% | 44.20 CHF | 44.35 CHF | 3'600 | 3'600 | 3'600 | 3'600 | 151'921 CHF | 152'461 CHF | 99.85% | 99.85% |
02.05.2024 | 0.24% | 42.00 CHF | 42.15 CHF | 3'600 | 3'600 | 3'600 | 3'600 | 159'622 CHF | 160'006 CHF | 99.56% | 99.56% |