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 | 0.25% | 20.35 CHF | 20.40 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 401'843 CHF | 402'829 CHF | 100.00% | 100.00% |
15.05.2024 | 0.26% | 19.80 CHF | 19.85 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 389'494 CHF | 390'480 CHF | 99.86% | 99.86% |
14.05.2024 | 0.25% | 19.85 CHF | 19.90 CHF | 20'000 | 20'000 | 19'822 | 19'821 | 406'094 CHF | 407'075 CHF | 99.86% | 99.86% |
13.05.2024 | 0.25% | 20.70 CHF | 20.75 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 407'818 CHF | 408'809 CHF | 100.00% | 100.00% |
10.05.2024 | 0.23% | 21.00 CHF | 21.05 CHF | 20'000 | 20'000 | 19'796 | 19'796 | 426'493 CHF | 427'484 CHF | 99.74% | 99.74% |
08.05.2024 | 0.25% | 20.70 CHF | 20.75 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 394'131 CHF | 395'122 CHF | 100.00% | 100.00% |
07.05.2024 | 0.25% | 20.40 CHF | 20.45 CHF | 20'000 | 20'000 | 19'813 | 19'812 | 407'362 CHF | 408'339 CHF | 100.00% | 100.00% |
06.05.2024 | 0.24% | 20.85 CHF | 20.90 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 415'504 CHF | 416'496 CHF | 99.75% | 99.75% |
03.05.2024 | 0.24% | 20.75 CHF | 20.80 CHF | 20'000 | 20'000 | 19'797 | 19'797 | 419'542 CHF | 420'533 CHF | 98.25% | 98.25% |
02.05.2024 | 0.23% | 20.80 CHF | 20.85 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 425'661 CHF | 426'652 CHF | 99.26% | 99.26% |