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 | 0.70% | 23.92 CHF | 24.09 CHF | 25'000 | 25'000 | 24'982 | 24'982 | 606'435 CHF | 610'681 CHF | 99.99% | 99.99% |
15.05.2024 | 0.72% | 24.17 CHF | 24.34 CHF | 25'000 | 25'000 | 24'950 | 24'950 | 591'136 CHF | 595'382 CHF | 99.80% | 99.80% |
14.05.2024 | 0.72% | 23.51 CHF | 23.68 CHF | 25'000 | 25'000 | 24'999 | 24'999 | 589'798 CHF | 594'048 CHF | 99.99% | 99.99% |
13.05.2024 | 0.70% | 24.04 CHF | 24.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 602'466 CHF | 606'716 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 23.85 CHF | 24.02 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 616'090 CHF | 620'340 CHF | 99.57% | 99.57% |
08.05.2024 | 0.69% | 24.53 CHF | 24.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 612'500 CHF | 616'750 CHF | 98.97% | 98.97% |
07.05.2024 | 0.67% | 25.15 CHF | 25.32 CHF | 25'000 | 25'000 | 24'990 | 24'990 | 630'884 CHF | 635'133 CHF | 99.46% | 99.46% |
06.05.2024 | 0.66% | 25.02 CHF | 25.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 644'342 CHF | 648'592 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 24.84 CHF | 25.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 610'878 CHF | 615'128 CHF | 99.90% | 99.90% |
02.05.2024 | 0.70% | 24.59 CHF | 24.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 606'127 CHF | 610'377 CHF | 99.97% | 99.97% |