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 | 0.54% | 54.26 CHF | 54.55 CHF | 3'700 | 3'700 | 3'685 | 3'685 | 199'187 CHF | 200'259 CHF | 100.00% | 100.00% |
15.05.2024 | 0.54% | 54.06 CHF | 54.35 CHF | 3'700 | 3'700 | 3'687 | 3'687 | 198'682 CHF | 199'756 CHF | 100.00% | 100.00% |
14.05.2024 | 0.54% | 53.66 CHF | 53.95 CHF | 3'700 | 3'700 | 3'700 | 3'700 | 197'825 CHF | 198'902 CHF | 98.93% | 98.93% |
13.05.2024 | 0.54% | 53.06 CHF | 53.35 CHF | 3'700 | 3'700 | 3'700 | 3'700 | 198'254 CHF | 199'331 CHF | 100.00% | 100.00% |
10.05.2024 | 0.55% | 53.26 CHF | 53.55 CHF | 3'700 | 3'700 | 3'720 | 3'720 | 197'205 CHF | 198'287 CHF | 100.00% | 100.00% |
08.05.2024 | 0.56% | 52.26 CHF | 52.55 CHF | 3'800 | 3'800 | 3'800 | 3'800 | 197'534 CHF | 198'640 CHF | 98.26% | 98.26% |
07.05.2024 | 0.55% | 52.66 CHF | 52.95 CHF | 3'800 | 3'800 | 3'797 | 3'797 | 199'713 CHF | 200'819 CHF | 99.47% | 99.47% |
06.05.2024 | 0.77% | 52.00 CHF | 52.40 CHF | 3'800 | 3'800 | 3'802 | 3'802 | 196'864 CHF | 198'385 CHF | 100.00% | 100.00% |
03.05.2024 | 0.77% | 51.40 CHF | 51.80 CHF | 3'800 | 3'800 | 3'836 | 3'836 | 197'861 CHF | 199'395 CHF | 99.99% | 99.99% |
02.05.2024 | 0.79% | 50.40 CHF | 50.80 CHF | 3'900 | 3'900 | 3'913 | 3'913 | 197'654 CHF | 199'219 CHF | 100.00% | 100.00% |