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 | 0.71% | 1.41 CHF | 1.42 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 28'172 CHF | 28'372 CHF | 99.58% | 99.58% |
15.05.2024 | 0.78% | 1.33 CHF | 1.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'995 CHF | 32'245 CHF | 99.54% | 99.54% |
14.05.2024 | 0.77% | 1.24 CHF | 1.25 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 26'007 CHF | 26'207 CHF | 99.48% | 99.48% |
13.05.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 25'310 CHF | 25'510 CHF | 99.50% | 99.50% |
10.05.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 26'932 CHF | 27'132 CHF | 99.55% | 99.55% |
08.05.2024 | 0.91% | 1.14 CHF | 1.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'424 CHF | 27'674 CHF | 99.53% | 99.53% |
07.05.2024 | 0.98% | 1.07 CHF | 1.08 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 30'556 CHF | 30'856 CHF | 99.53% | 99.53% |
06.05.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 28'279 CHF | 28'579 CHF | 99.50% | 99.50% |
03.05.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 26'895 CHF | 27'195 CHF | 99.53% | 99.53% |
02.05.2024 | 1.12% | 0.85 CHF | 0.86 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 26'541 CHF | 26'841 CHF | 99.38% | 99.38% |