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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.66% | 17.11 CHF | 17.21 CHF | 25'000 | 25'000 | 24'951 | 24'951 | 381'448 CHF | 383'948 CHF | 99.99% | 99.99% |
14.05.2024 | 0.70% | 14.29 CHF | 14.39 CHF | 25'000 | 25'000 | 24'999 | 24'999 | 356'389 CHF | 358'889 CHF | 99.95% | 99.95% |
13.05.2024 | 0.66% | 15.32 CHF | 15.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 378'882 CHF | 381'382 CHF | 100.00% | 100.00% |
10.05.2024 | 0.65% | 13.39 CHF | 13.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 383'045 CHF | 385'545 CHF | 99.98% | 99.98% |
08.05.2024 | 0.68% | 14.75 CHF | 14.85 CHF | 25'000 | 25'000 | 24'999 | 24'999 | 369'099 CHF | 371'599 CHF | 98.96% | 98.96% |
07.05.2024 | 0.62% | 16.30 CHF | 16.40 CHF | 25'000 | 25'000 | 24'981 | 24'981 | 405'600 CHF | 408'100 CHF | 100.00% | 100.00% |
06.05.2024 | 0.60% | 15.62 CHF | 15.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 418'380 CHF | 420'880 CHF | 100.00% | 100.00% |
03.05.2024 | 0.78% | 14.14 CHF | 14.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 319'306 CHF | 321'807 CHF | 99.77% | 99.77% |
02.05.2024 | 0.89% | 12.25 CHF | 12.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 280'815 CHF | 283'315 CHF | 99.88% | 99.88% |
30.04.2024 | 0.70% | 13.66 CHF | 13.76 CHF | 25'000 | 25'000 | 24'981 | 24'981 | 359'064 CHF | 361'564 CHF | 99.97% | 99.97% |