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% | 25.22 CHF | 25.39 CHF | 25'000 | 25'000 | 24'982 | 24'982 | 638'922 CHF | 643'168 CHF | 99.99% | 99.99% |
15.05.2024 | 0.68% | 25.48 CHF | 25.65 CHF | 25'000 | 25'000 | 24'950 | 24'950 | 623'629 CHF | 627'875 CHF | 99.80% | 99.80% |
14.05.2024 | 0.68% | 24.82 CHF | 24.99 CHF | 25'000 | 25'000 | 24'999 | 24'999 | 622'442 CHF | 626'692 CHF | 99.98% | 99.98% |
13.05.2024 | 0.67% | 25.35 CHF | 25.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 635'081 CHF | 639'331 CHF | 100.00% | 100.00% |
10.05.2024 | 0.65% | 25.15 CHF | 25.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 648'691 CHF | 652'941 CHF | 99.57% | 99.57% |
08.05.2024 | 0.66% | 25.83 CHF | 26.00 CHF | 25'000 | 25'000 | 24'992 | 24'992 | 644'934 CHF | 649'183 CHF | 99.29% | 99.29% |
07.05.2024 | 0.64% | 26.45 CHF | 26.62 CHF | 25'000 | 25'000 | 24'991 | 24'991 | 663'466 CHF | 667'715 CHF | 99.46% | 99.46% |
06.05.2024 | 0.63% | 26.32 CHF | 26.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 676'838 CHF | 681'088 CHF | 100.00% | 100.00% |
03.05.2024 | 0.66% | 26.14 CHF | 26.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 643'399 CHF | 647'649 CHF | 99.91% | 99.91% |
02.05.2024 | 0.66% | 25.90 CHF | 26.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 638'850 CHF | 643'100 CHF | 99.96% | 99.96% |