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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'652 CHF | 11'902 CHF | 100.00% | 100.00% |
17.05.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'657 CHF | 12'907 CHF | 100.00% | 100.00% |
16.05.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'782 CHF | 14'032 CHF | 99.71% | 99.71% |
15.05.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'966 CHF | 14'216 CHF | 100.00% | 100.00% |
14.05.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'541 CHF | 13'791 CHF | 100.00% | 100.00% |
13.05.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'602 CHF | 12'852 CHF | 100.00% | 100.00% |
10.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'004 CHF | 13'254 CHF | 100.00% | 100.00% |
08.05.2024 | 2.21% | 0.47 CHF | 0.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'209 CHF | 11'459 CHF | 100.00% | 100.00% |
07.05.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'769 CHF | 11'019 CHF | 99.74% | 99.74% |
06.05.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'682 CHF | 10'932 CHF | 99.52% | 99.52% |