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 | 0.24% | 40.89 CHF | 40.99 CHF | 25'000 | 25'000 | 24'982 | 24'982 | 1'031'690 CHF | 1'034'190 CHF | 99.99% | 99.99% |
15.05.2024 | 0.26% | 40.45 CHF | 40.55 CHF | 25'000 | 25'000 | 24'955 | 24'955 | 964'461 CHF | 966'961 CHF | 99.99% | 99.99% |
14.05.2024 | 0.27% | 37.68 CHF | 37.78 CHF | 25'000 | 25'000 | 24'998 | 24'998 | 941'880 CHF | 944'380 CHF | 99.98% | 99.98% |
13.05.2024 | 0.26% | 38.73 CHF | 38.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 963'690 CHF | 966'190 CHF | 100.00% | 100.00% |
10.05.2024 | 0.26% | 36.78 CHF | 36.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 967'761 CHF | 970'261 CHF | 99.99% | 99.99% |
08.05.2024 | 0.26% | 37.93 CHF | 38.03 CHF | 25'000 | 25'000 | 24'999 | 24'999 | 948'531 CHF | 951'031 CHF | 98.96% | 98.96% |
07.05.2024 | 0.25% | 39.42 CHF | 39.52 CHF | 25'000 | 25'000 | 24'977 | 24'977 | 983'387 CHF | 985'887 CHF | 100.00% | 100.00% |
06.05.2024 | 0.25% | 38.71 CHF | 38.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 995'325 CHF | 997'825 CHF | 100.00% | 100.00% |
03.05.2024 | 0.28% | 37.19 CHF | 37.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 896'826 CHF | 899'326 CHF | 99.80% | 99.80% |
02.05.2024 | 0.29% | 35.52 CHF | 35.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 862'059 CHF | 864'559 CHF | 99.89% | 99.89% |