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 | 0.19% | 25.70 CHF | 25.75 CHF | 2'050 | 2'050 | 2'031 | 2'031 | 52'674 CHF | 52'776 CHF | 100.00% | 100.00% |
15.05.2024 | 0.20% | 26.05 CHF | 26.10 CHF | 2'000 | 2'000 | 2'051 | 2'051 | 51'086 CHF | 51'189 CHF | 100.00% | 100.00% |
14.05.2024 | 0.21% | 23.85 CHF | 23.90 CHF | 2'100 | 2'100 | 2'083 | 2'083 | 50'224 CHF | 50'328 CHF | 99.07% | 99.07% |
13.05.2024 | 0.21% | 24.30 CHF | 24.35 CHF | 2'100 | 2'100 | 2'078 | 2'078 | 50'315 CHF | 50'419 CHF | 99.86% | 99.86% |
10.05.2024 | 0.20% | 25.00 CHF | 25.05 CHF | 2'050 | 2'050 | 2'056 | 2'056 | 50'651 CHF | 50'754 CHF | 100.00% | 100.00% |
08.05.2024 | 0.21% | 24.05 CHF | 24.10 CHF | 2'100 | 2'100 | 2'088 | 2'088 | 50'399 CHF | 50'504 CHF | 99.67% | 99.67% |
07.05.2024 | 0.21% | 23.80 CHF | 23.85 CHF | 2'100 | 2'100 | 2'078 | 2'078 | 49'356 CHF | 49'460 CHF | 99.84% | 99.84% |
06.05.2024 | 0.22% | 23.50 CHF | 23.55 CHF | 2'150 | 2'150 | 2'110 | 2'110 | 49'453 CHF | 49'559 CHF | 99.71% | 99.71% |
03.05.2024 | 0.22% | 23.45 CHF | 23.50 CHF | 2'100 | 2'100 | 2'125 | 2'125 | 48'605 CHF | 48'711 CHF | 96.84% | 96.84% |
02.05.2024 | 0.22% | 22.10 CHF | 22.15 CHF | 2'200 | 2'200 | 2'139 | 2'139 | 49'119 CHF | 49'226 CHF | 99.40% | 99.40% |