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% | 1.42 CHF | 1.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'080 CHF | 35'330 CHF | 99.76% | 99.76% |
15.05.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'599 CHF | 35'849 CHF | 99.32% | 99.32% |
14.05.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'117 CHF | 35'367 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'848 CHF | 35'098 CHF | 100.00% | 100.00% |
10.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'447 CHF | 34'697 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'438 CHF | 34'688 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'494 CHF | 34'744 CHF | 99.75% | 99.75% |
06.05.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'395 CHF | 34'645 CHF | 99.53% | 99.53% |
03.05.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'287 CHF | 34'537 CHF | 99.71% | 99.71% |
02.05.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'481 CHF | 35'731 CHF | 100.00% | 100.00% |