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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.56% | 35.70 CHF | 35.90 CHF | 2'800 | 2'800 | 2'791 | 2'791 | 99'259 CHF | 99'818 CHF | 100.00% | 100.00% |
14.05.2024 | 0.57% | 35.10 CHF | 35.30 CHF | 2'800 | 2'800 | 2'799 | 2'799 | 98'264 CHF | 98'824 CHF | 99.01% | 99.01% |
13.05.2024 | 0.57% | 35.10 CHF | 35.30 CHF | 2'800 | 2'800 | 2'831 | 2'831 | 98'740 CHF | 99'306 CHF | 100.00% | 100.00% |
10.05.2024 | 0.59% | 34.00 CHF | 34.20 CHF | 2'900 | 2'900 | 2'910 | 2'910 | 98'844 CHF | 99'426 CHF | 100.00% | 100.00% |
08.05.2024 | 0.40% | 32.74 CHF | 32.87 CHF | 3'000 | 3'000 | 3'024 | 3'024 | 99'151 CHF | 99'548 CHF | 98.26% | 98.26% |
07.05.2024 | 0.41% | 31.94 CHF | 32.07 CHF | 3'100 | 3'100 | 3'115 | 3'115 | 99'055 CHF | 99'464 CHF | 99.58% | 99.58% |
06.05.2024 | 0.62% | 32.20 CHF | 32.40 CHF | 3'100 | 3'100 | 3'100 | 3'100 | 99'163 CHF | 99'783 CHF | 100.00% | 100.00% |
03.05.2024 | 0.62% | 31.80 CHF | 32.00 CHF | 3'100 | 3'100 | 3'100 | 3'100 | 99'139 CHF | 99'759 CHF | 99.99% | 99.99% |
02.05.2024 | 0.63% | 31.70 CHF | 31.90 CHF | 3'100 | 3'100 | 3'103 | 3'103 | 98'621 CHF | 99'242 CHF | 100.00% | 100.00% |
30.04.2024 | 0.62% | 32.20 CHF | 32.40 CHF | 3'100 | 3'100 | 3'098 | 3'098 | 99'781 CHF | 100'400 CHF | 100.00% | 100.00% |