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 | 0.73% | 28.90 CHF | 29.11 CHF | 6'920 | 6'870 | 6'785 | 6'879 | 195'396 CHF | 199'516 CHF | 99.99% | 99.99% |
15.05.2024 | 0.75% | 28.72 CHF | 28.93 CHF | 6'963 | 6'913 | 6'990 | 6'862 | 199'985 CHF | 197'776 CHF | 99.96% | 99.96% |
14.05.2024 | 0.77% | 28.47 CHF | 28.69 CHF | 7'024 | 6'961 | 7'026 | 6'962 | 199'984 CHF | 199'698 CHF | 99.93% | 99.93% |
13.05.2024 | 0.77% | 28.48 CHF | 28.70 CHF | 7'022 | 6'968 | 6'990 | 6'940 | 199'280 CHF | 199'369 CHF | 100.00% | 100.00% |
10.05.2024 | 0.76% | 28.54 CHF | 28.76 CHF | 6'971 | 6'954 | 6'925 | 6'944 | 197'910 CHF | 199'982 CHF | 100.00% | 100.00% |
08.05.2024 | 0.76% | 28.06 CHF | 28.28 CHF | 7'127 | 6'797 | 7'128 | 6'755 | 199'989 CHF | 190'958 CHF | 99.97% | 99.97% |
07.05.2024 | 0.75% | 28.14 CHF | 28.36 CHF | 7'107 | 6'921 | 7'144 | 6'989 | 199'986 CHF | 197'127 CHF | 99.99% | 99.99% |
06.05.2024 | 0.76% | 27.69 CHF | 27.90 CHF | 7'222 | 7'168 | 6'956 | 7'139 | 192'455 CHF | 199'010 CHF | 100.00% | 100.00% |
03.05.2024 | 0.76% | 27.47 CHF | 27.68 CHF | 7'280 | 7'093 | 7'251 | 7'092 | 199'989 CHF | 197'083 CHF | 99.89% | 99.89% |
02.05.2024 | 0.76% | 27.56 CHF | 27.77 CHF | 7'156 | 7'001 | 7'207 | 7'107 | 199'182 CHF | 197'921 CHF | 99.93% | 99.93% |