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 | 0.35% | 14.62 CHF | 14.67 CHF | 25'000 | 25'000 | 24'978 | 24'978 | 354'141 CHF | 355'391 CHF | 100.00% | 100.00% |
15.05.2024 | 0.34% | 14.31 CHF | 14.36 CHF | 25'000 | 25'000 | 24'953 | 24'953 | 371'240 CHF | 372'490 CHF | 100.00% | 100.00% |
14.05.2024 | 0.33% | 15.13 CHF | 15.18 CHF | 25'000 | 25'000 | 24'999 | 24'999 | 377'495 CHF | 378'745 CHF | 100.00% | 100.00% |
13.05.2024 | 0.34% | 14.65 CHF | 14.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 363'659 CHF | 364'909 CHF | 100.00% | 100.00% |
10.05.2024 | 0.36% | 14.89 CHF | 14.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 350'889 CHF | 352'139 CHF | 99.56% | 99.56% |
08.05.2024 | 0.35% | 14.27 CHF | 14.32 CHF | 25'000 | 25'000 | 24'999 | 24'999 | 357'171 CHF | 358'421 CHF | 98.95% | 98.95% |
07.05.2024 | 0.37% | 13.49 CHF | 13.54 CHF | 25'000 | 25'000 | 24'985 | 24'985 | 335'116 CHF | 336'366 CHF | 99.53% | 99.53% |
06.05.2024 | 0.39% | 13.59 CHF | 13.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 318'730 CHF | 319'980 CHF | 100.00% | 100.00% |
03.05.2024 | 0.35% | 13.71 CHF | 13.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 356'007 CHF | 357'257 CHF | 99.86% | 99.86% |
02.05.2024 | 0.34% | 14.44 CHF | 14.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 368'252 CHF | 369'502 CHF | 99.95% | 99.95% |