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 | 0.56% | 1.77 CHF | 1.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'842 CHF | 45'092 CHF | 99.84% | 99.84% |
15.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'871 CHF | 46'121 CHF | 100.00% | 100.00% |
14.05.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'419 CHF | 45'669 CHF | 99.80% | 99.80% |
13.05.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'812 CHF | 45'062 CHF | 100.00% | 100.00% |
10.05.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'263 CHF | 43'513 CHF | 100.00% | 100.00% |
08.05.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 41'205 CHF | 41'455 CHF | 100.00% | 100.00% |
07.05.2024 | 0.64% | 1.60 CHF | 1.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'025 CHF | 39'275 CHF | 99.84% | 99.84% |
06.05.2024 | 0.66% | 1.48 CHF | 1.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'834 CHF | 38'084 CHF | 99.78% | 99.78% |
03.05.2024 | 0.66% | 1.48 CHF | 1.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'904 CHF | 38'154 CHF | 100.00% | 100.00% |
02.05.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'745 CHF | 38'995 CHF | 100.00% | 100.00% |