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 | 0.83% | 1.23 CHF | 1.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'958 CHF | 30'208 CHF | 99.77% | 99.77% |
15.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'801 CHF | 31'051 CHF | 99.42% | 99.42% |
14.05.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'029 CHF | 30'279 CHF | 100.00% | 100.00% |
13.05.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'612 CHF | 29'862 CHF | 100.00% | 100.00% |
10.05.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'953 CHF | 29'203 CHF | 100.00% | 100.00% |
08.05.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'909 CHF | 29'159 CHF | 100.00% | 100.00% |
07.05.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'007 CHF | 29'257 CHF | 99.76% | 99.76% |
06.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'815 CHF | 29'065 CHF | 99.53% | 99.53% |
03.05.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'727 CHF | 28'977 CHF | 99.71% | 99.71% |
02.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'621 CHF | 30'871 CHF | 100.00% | 100.00% |