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 | 0.47% | 107.50 CHF | 108.00 CHF | 700 | 700 | 699 | 699 | 75'158 CHF | 75'508 CHF | 100.00% | 100.00% |
15.05.2024 | 0.47% | 106.50 CHF | 107.00 CHF | 800 | 800 | 797 | 797 | 84'917 CHF | 85'316 CHF | 100.00% | 100.00% |
14.05.2024 | 0.47% | 106.50 CHF | 107.00 CHF | 800 | 800 | 800 | 800 | 85'032 CHF | 85'432 CHF | 99.04% | 99.04% |
13.05.2024 | 0.47% | 107.00 CHF | 107.50 CHF | 800 | 800 | 751 | 751 | 80'376 CHF | 80'752 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 107.00 CHF | 107.50 CHF | 700 | 700 | 720 | 720 | 77'045 CHF | 77'405 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 106.50 CHF | 107.00 CHF | 800 | 800 | 800 | 800 | 85'073 CHF | 85'473 CHF | 98.26% | 98.26% |
07.05.2024 | 0.47% | 106.00 CHF | 106.50 CHF | 800 | 800 | 800 | 800 | 84'498 CHF | 84'898 CHF | 99.59% | 99.59% |
06.05.2024 | 0.47% | 105.50 CHF | 106.00 CHF | 800 | 800 | 800 | 800 | 84'038 CHF | 84'438 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 104.50 CHF | 105.00 CHF | 800 | 800 | 800 | 800 | 83'613 CHF | 84'013 CHF | 99.98% | 99.98% |
02.05.2024 | 0.48% | 104.00 CHF | 104.50 CHF | 800 | 800 | 800 | 800 | 83'413 CHF | 83'813 CHF | 100.00% | 100.00% |