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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.41% | 15.24 CHF | 15.30 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 30'143 CHF | 30'265 CHF | 99.55% | 99.55% |
23.05.2024 | 0.39% | 15.84 CHF | 15.90 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 31'507 CHF | 31'629 CHF | 99.48% | 99.48% |
22.05.2024 | 0.39% | 15.47 CHF | 15.53 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 29'550 CHF | 29'665 CHF | 99.48% | 99.48% |
21.05.2024 | 0.40% | 14.50 CHF | 14.56 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 29'174 CHF | 29'290 CHF | 99.56% | 99.56% |
17.05.2024 | 0.40% | 15.09 CHF | 15.15 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 30'636 CHF | 30'757 CHF | 98.87% | 98.87% |
16.05.2024 | 0.39% | 14.97 CHF | 15.03 CHF | 2'000 | 2'000 | 2'018 | 2'018 | 29'598 CHF | 29'713 CHF | 99.50% | 99.50% |
15.05.2024 | 0.28% | 14.54 CHF | 14.59 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 42'309 CHF | 42'426 CHF | 99.53% | 99.53% |
14.05.2024 | 0.29% | 11.95 CHF | 11.98 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 46'972 CHF | 47'110 CHF | 99.55% | 99.55% |
13.05.2024 | 0.31% | 11.10 CHF | 11.14 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 45'839 CHF | 45'981 CHF | 99.52% | 99.52% |
10.05.2024 | 0.31% | 11.48 CHF | 11.51 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 46'088 CHF | 46'230 CHF | 99.55% | 99.55% |