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 | 0.32% | 31.22 CHF | 31.32 CHF | 25'000 | 25'000 | 24'981 | 24'981 | 790'650 CHF | 793'147 CHF | 99.99% | 99.99% |
15.05.2024 | 0.35% | 30.59 CHF | 30.69 CHF | 25'000 | 25'000 | 24'954 | 24'954 | 718'169 CHF | 720'669 CHF | 99.78% | 99.78% |
14.05.2024 | 0.36% | 27.80 CHF | 27.90 CHF | 25'000 | 25'000 | 24'998 | 24'998 | 694'591 CHF | 697'091 CHF | 99.98% | 99.98% |
13.05.2024 | 0.35% | 28.84 CHF | 28.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 716'684 CHF | 719'184 CHF | 100.00% | 100.00% |
10.05.2024 | 0.35% | 26.90 CHF | 27.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 720'757 CHF | 723'257 CHF | 99.61% | 99.61% |
08.05.2024 | 0.36% | 27.98 CHF | 28.08 CHF | 25'000 | 25'000 | 24'995 | 24'995 | 699'765 CHF | 702'265 CHF | 99.29% | 99.29% |
07.05.2024 | 0.34% | 29.50 CHF | 29.60 CHF | 25'000 | 25'000 | 24'981 | 24'981 | 735'522 CHF | 738'022 CHF | 100.00% | 100.00% |
06.05.2024 | 0.33% | 28.80 CHF | 28.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 747'717 CHF | 750'217 CHF | 100.00% | 100.00% |
03.05.2024 | 0.38% | 27.30 CHF | 27.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 648'981 CHF | 651'481 CHF | 99.77% | 99.77% |
02.05.2024 | 0.41% | 25.54 CHF | 25.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 612'675 CHF | 615'175 CHF | 99.88% | 99.88% |