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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'922 CHF | 47'172 CHF | 98.57% | 98.57% |
21.05.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'101 CHF | 47'351 CHF | 100.00% | 100.00% |
17.05.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'803 CHF | 48'053 CHF | 100.00% | 100.00% |
16.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'247 CHF | 48'497 CHF | 99.91% | 99.91% |
15.05.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'514 CHF | 48'764 CHF | 100.00% | 100.00% |
14.05.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'785 CHF | 49'035 CHF | 99.76% | 99.76% |
13.05.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'035 CHF | 49'285 CHF | 100.00% | 100.00% |
10.05.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'010 CHF | 49'260 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'722 CHF | 49'972 CHF | 96.89% | 96.89% |
07.05.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'365 CHF | 49'615 CHF | 99.83% | 99.83% |