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 | 0.30% | 55.72 CHF | 55.89 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 114'451 CHF | 114'794 CHF | 99.58% | 99.58% |
15.05.2024 | 0.27% | 59.19 CHF | 59.36 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 118'669 CHF | 118'989 CHF | 99.50% | 99.50% |
14.05.2024 | 0.28% | 57.48 CHF | 57.63 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 114'795 CHF | 115'112 CHF | 99.60% | 99.60% |
13.05.2024 | 0.28% | 57.38 CHF | 57.54 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 114'111 CHF | 114'426 CHF | 99.51% | 99.51% |
10.05.2024 | 0.27% | 57.16 CHF | 57.31 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 115'753 CHF | 116'065 CHF | 99.55% | 99.55% |
08.05.2024 | 0.28% | 54.08 CHF | 54.23 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 108'398 CHF | 108'702 CHF | 99.53% | 99.53% |
07.05.2024 | 0.28% | 54.79 CHF | 54.94 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 108'859 CHF | 109'164 CHF | 99.53% | 99.53% |
06.05.2024 | 0.27% | 55.20 CHF | 55.35 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 109'983 CHF | 110'285 CHF | 99.48% | 99.48% |
03.05.2024 | 0.28% | 54.21 CHF | 54.36 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 109'438 CHF | 109'743 CHF | 99.60% | 99.60% |
02.05.2024 | 0.27% | 54.86 CHF | 55.01 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 109'859 CHF | 110'155 CHF | 99.50% | 99.50% |