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 | 0.17% | 118.60 CHF | 118.80 CHF | 3'200 | 3'200 | 3'198 | 3'198 | 383'296 CHF | 383'936 CHF | 100.00% | 100.00% |
15.05.2024 | 0.20% | 109.30 CHF | 109.50 CHF | 3'900 | 3'900 | 3'890 | 3'890 | 387'026 CHF | 387'806 CHF | 99.88% | 99.88% |
14.05.2024 | 0.24% | 91.00 CHF | 91.20 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 339'675 CHF | 340'475 CHF | 99.26% | 99.26% |
13.05.2024 | 0.23% | 85.30 CHF | 85.50 CHF | 4'200 | 4'200 | 4'200 | 4'200 | 359'318 CHF | 360'158 CHF | 100.00% | 100.00% |
10.05.2024 | 0.25% | 83.00 CHF | 83.20 CHF | 5'500 | 5'500 | 5'500 | 5'500 | 442'087 CHF | 443'187 CHF | 99.99% | 99.99% |
08.05.2024 | 0.17% | 58.55 CHF | 58.65 CHF | 6'500 | 6'500 | 6'500 | 6'500 | 371'488 CHF | 372'140 CHF | 99.77% | 99.77% |
07.05.2024 | 0.21% | 51.85 CHF | 51.95 CHF | 9'000 | 9'000 | 8'998 | 8'998 | 428'922 CHF | 429'822 CHF | 96.09% | 96.09% |
06.05.2024 | 0.26% | 37.65 CHF | 37.75 CHF | 10'100 | 10'100 | 10'100 | 10'100 | 388'799 CHF | 389'809 CHF | 100.00% | 100.00% |
03.05.2024 | 0.29% | 33.40 CHF | 33.50 CHF | 11'400 | 11'400 | 11'400 | 11'400 | 378'057 CHF | 379'173 CHF | 99.83% | 99.83% |
02.05.2024 | 0.27% | 28.83 CHF | 28.89 CHF | 10'100 | 10'100 | 10'100 | 10'100 | 324'971 CHF | 325'857 CHF | 99.60% | 99.60% |