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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.58% | 17.33 CHF | 17.43 CHF | 25'000 | 25'000 | 24'998 | 24'998 | 432'512 CHF | 435'012 CHF | 99.98% | 99.98% |
13.05.2024 | 0.55% | 18.36 CHF | 18.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 454'938 CHF | 457'438 CHF | 100.00% | 100.00% |
10.05.2024 | 0.54% | 16.43 CHF | 16.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 459'370 CHF | 461'870 CHF | 99.56% | 99.56% |
08.05.2024 | 0.56% | 17.67 CHF | 17.77 CHF | 25'000 | 25'000 | 24'995 | 24'995 | 441'947 CHF | 444'447 CHF | 99.29% | 99.29% |
07.05.2024 | 0.52% | 19.21 CHF | 19.31 CHF | 25'000 | 25'000 | 24'977 | 24'977 | 478'264 CHF | 480'764 CHF | 100.00% | 100.00% |
06.05.2024 | 0.51% | 18.52 CHF | 18.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 490'974 CHF | 493'474 CHF | 100.00% | 100.00% |
03.05.2024 | 0.64% | 17.04 CHF | 17.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 391'980 CHF | 394'480 CHF | 99.77% | 99.77% |
02.05.2024 | 0.70% | 15.18 CHF | 15.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 354'004 CHF | 356'504 CHF | 99.95% | 99.95% |
30.04.2024 | 0.58% | 16.61 CHF | 16.71 CHF | 25'000 | 25'000 | 24'981 | 24'981 | 432'222 CHF | 434'722 CHF | 99.98% | 99.98% |
29.04.2024 | 0.56% | 18.46 CHF | 18.56 CHF | 25'000 | 25'000 | 24'996 | 24'996 | 448'327 CHF | 450'827 CHF | 99.99% | 99.99% |