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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.46% | 62.46 CHF | 62.74 CHF | 6'400 | 6'400 | 6'401 | 6'401 | 400'877 CHF | 402'715 CHF | 100.00% | 100.00% |
16.05.2024 | 0.46% | 62.66 CHF | 62.94 CHF | 6'400 | 6'400 | 6'295 | 6'295 | 394'408 CHF | 396'215 CHF | 100.00% | 100.00% |
15.05.2024 | 0.46% | 62.66 CHF | 62.94 CHF | 6'300 | 6'300 | 6'328 | 6'328 | 396'173 CHF | 397'990 CHF | 100.00% | 100.00% |
14.05.2024 | 0.46% | 62.66 CHF | 62.94 CHF | 6'400 | 6'400 | 6'422 | 6'422 | 401'137 CHF | 402'980 CHF | 98.94% | 98.94% |
13.05.2024 | 0.46% | 62.46 CHF | 62.74 CHF | 6'400 | 6'400 | 6'372 | 6'372 | 398'204 CHF | 400'033 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 62.46 CHF | 62.74 CHF | 6'100 | 6'100 | 6'116 | 6'116 | 382'235 CHF | 383'991 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 62.46 CHF | 62.74 CHF | 6'300 | 6'300 | 6'277 | 6'277 | 392'020 CHF | 393'821 CHF | 98.26% | 98.26% |
07.05.2024 | 0.46% | 62.46 CHF | 62.74 CHF | 6'300 | 6'300 | 6'313 | 6'313 | 394'047 CHF | 395'859 CHF | 99.59% | 99.59% |
06.05.2024 | 0.64% | 62.40 CHF | 62.80 CHF | 6'300 | 6'300 | 6'365 | 6'365 | 396'468 CHF | 399'014 CHF | 100.00% | 100.00% |
03.05.2024 | 0.59% | 62.20 CHF | 62.60 CHF | 6'400 | 6'400 | 6'407 | 6'407 | 398'617 CHF | 400'991 CHF | 100.00% | 100.00% |