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 | 0.66% | 25.44 CHF | 25.61 CHF | 25'000 | 25'000 | 24'982 | 24'982 | 644'414 CHF | 648'660 CHF | 99.99% | 99.99% |
15.05.2024 | 0.67% | 25.70 CHF | 25.87 CHF | 25'000 | 25'000 | 24'951 | 24'951 | 629'149 CHF | 633'396 CHF | 99.79% | 99.79% |
14.05.2024 | 0.67% | 25.04 CHF | 25.21 CHF | 25'000 | 25'000 | 24'999 | 24'999 | 627'974 CHF | 632'224 CHF | 99.99% | 99.99% |
13.05.2024 | 0.66% | 25.57 CHF | 25.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 640'587 CHF | 644'837 CHF | 100.00% | 100.00% |
10.05.2024 | 0.65% | 25.37 CHF | 25.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 654'197 CHF | 658'447 CHF | 99.57% | 99.57% |
08.05.2024 | 0.65% | 26.05 CHF | 26.22 CHF | 25'000 | 25'000 | 24'992 | 24'992 | 650'441 CHF | 654'690 CHF | 99.29% | 99.29% |
07.05.2024 | 0.63% | 26.67 CHF | 26.84 CHF | 25'000 | 25'000 | 24'991 | 24'991 | 668'963 CHF | 673'213 CHF | 99.46% | 99.46% |
06.05.2024 | 0.62% | 26.54 CHF | 26.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 682'327 CHF | 686'577 CHF | 100.00% | 100.00% |
03.05.2024 | 0.65% | 26.36 CHF | 26.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 648'887 CHF | 653'137 CHF | 99.90% | 99.90% |
02.05.2024 | 0.66% | 26.12 CHF | 26.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 644'380 CHF | 648'630 CHF | 99.96% | 99.96% |