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 | 0.65% | 1.50 CHF | 1.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'260 CHF | 38'510 CHF | 99.26% | 99.26% |
15.05.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'435 CHF | 38'685 CHF | 99.39% | 99.39% |
14.05.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'073 CHF | 39'323 CHF | 99.18% | 99.18% |
13.05.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'119 CHF | 39'369 CHF | 99.39% | 99.39% |
10.05.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'188 CHF | 38'438 CHF | 99.39% | 99.39% |
08.05.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'101 CHF | 43'351 CHF | 99.39% | 99.39% |
07.05.2024 | 0.62% | 1.69 CHF | 1.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'259 CHF | 40'509 CHF | 99.25% | 99.25% |
06.05.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'950 CHF | 37'200 CHF | 99.22% | 99.22% |
03.05.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'352 CHF | 36'602 CHF | 99.38% | 99.38% |
02.05.2024 | 0.69% | 1.41 CHF | 1.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'975 CHF | 36'225 CHF | 99.39% | 99.39% |