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 | 0.24% | 41.42 CHF | 41.52 CHF | 25'000 | 25'000 | 24'982 | 24'982 | 1'044'950 CHF | 1'047'450 CHF | 100.00% | 100.00% |
15.05.2024 | 0.26% | 40.88 CHF | 40.98 CHF | 25'000 | 25'000 | 24'954 | 24'954 | 975'189 CHF | 977'689 CHF | 99.80% | 99.80% |
14.05.2024 | 0.26% | 38.11 CHF | 38.21 CHF | 25'000 | 25'000 | 24'998 | 24'998 | 952'695 CHF | 955'195 CHF | 99.98% | 99.98% |
13.05.2024 | 0.26% | 39.16 CHF | 39.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 974'496 CHF | 976'996 CHF | 100.00% | 100.00% |
10.05.2024 | 0.26% | 37.21 CHF | 37.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 978'542 CHF | 981'042 CHF | 99.56% | 99.56% |
08.05.2024 | 0.26% | 38.21 CHF | 38.31 CHF | 25'000 | 25'000 | 24'999 | 24'999 | 955'604 CHF | 958'104 CHF | 98.96% | 98.96% |
07.05.2024 | 0.25% | 39.70 CHF | 39.80 CHF | 25'000 | 25'000 | 24'980 | 24'980 | 990'569 CHF | 993'069 CHF | 100.00% | 100.00% |
06.05.2024 | 0.25% | 38.99 CHF | 39.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'002'350 CHF | 1'004'850 CHF | 100.00% | 100.00% |
03.05.2024 | 0.28% | 37.47 CHF | 37.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 903'854 CHF | 906'354 CHF | 99.77% | 99.77% |
02.05.2024 | 0.29% | 35.81 CHF | 35.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 869'172 CHF | 871'672 CHF | 99.93% | 99.93% |