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 | 0.40% | 33.75 CHF | 33.80 CHF | 8'000 | 8'000 | 5'354 | 5'354 | 181'682 CHF | 182'340 CHF | 99.99% | 99.99% |
15.05.2024 | 0.41% | 33.55 CHF | 33.60 CHF | 8'000 | 8'000 | 5'401 | 5'401 | 180'714 CHF | 181'379 CHF | 99.98% | 99.98% |
14.05.2024 | 0.41% | 33.45 CHF | 33.50 CHF | 8'000 | 8'000 | 5'993 | 5'993 | 197'992 CHF | 198'730 CHF | 99.81% | 99.81% |
13.05.2024 | 0.40% | 33.10 CHF | 33.15 CHF | 9'000 | 9'000 | 5'527 | 5'527 | 185'278 CHF | 185'945 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 33.50 CHF | 33.55 CHF | 8'000 | 8'000 | 5'342 | 5'342 | 181'085 CHF | 181'740 CHF | 99.66% | 99.66% |
08.05.2024 | 0.41% | 33.85 CHF | 33.90 CHF | 8'000 | 8'000 | 5'603 | 5'603 | 186'960 CHF | 187'658 CHF | 99.94% | 99.94% |
07.05.2024 | 0.41% | 33.15 CHF | 33.20 CHF | 9'000 | 9'000 | 6'024 | 6'024 | 197'923 CHF | 198'663 CHF | 99.67% | 99.67% |
06.05.2024 | 0.42% | 32.30 CHF | 32.35 CHF | 9'000 | 9'000 | 6'023 | 6'023 | 192'698 CHF | 193'438 CHF | 100.00% | 100.00% |
03.05.2024 | 0.44% | 31.50 CHF | 31.55 CHF | 9'000 | 9'000 | 5'981 | 5'981 | 185'357 CHF | 186'103 CHF | 96.56% | 96.56% |
02.05.2024 | 0.44% | 30.75 CHF | 30.80 CHF | 9'000 | 9'000 | 5'986 | 5'986 | 184'530 CHF | 185'270 CHF | 99.06% | 99.06% |