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 | 1.09% | 0.94 CHF | 0.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'890 CHF | 23'140 CHF | 99.84% | 99.84% |
15.05.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'880 CHF | 22'130 CHF | 100.00% | 100.00% |
14.05.2024 | 1.11% | 0.86 CHF | 0.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'351 CHF | 22'601 CHF | 99.80% | 99.80% |
13.05.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'987 CHF | 23'237 CHF | 100.00% | 100.00% |
10.05.2024 | 1.01% | 0.95 CHF | 0.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'586 CHF | 24'836 CHF | 100.00% | 100.00% |
08.05.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'702 CHF | 26'952 CHF | 100.00% | 100.00% |
07.05.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'885 CHF | 29'135 CHF | 99.84% | 99.84% |
06.05.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'127 CHF | 30'377 CHF | 99.78% | 99.78% |
03.05.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'102 CHF | 30'352 CHF | 100.00% | 100.00% |
02.05.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'278 CHF | 29'528 CHF | 100.00% | 100.00% |