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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'110 CHF | 21'360 CHF | 99.57% | 99.57% |
22.05.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'926 CHF | 21'176 CHF | 98.24% | 98.24% |
21.05.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'628 CHF | 20'878 CHF | 100.00% | 100.00% |
17.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'489 CHF | 20'739 CHF | 100.00% | 100.00% |
16.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'951 CHF | 20'201 CHF | 99.77% | 99.77% |
15.05.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'915 CHF | 21'165 CHF | 100.00% | 100.00% |
14.05.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'545 CHF | 21'795 CHF | 100.00% | 100.00% |
13.05.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'468 CHF | 20'718 CHF | 100.00% | 100.00% |
10.05.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'412 CHF | 20'662 CHF | 100.00% | 100.00% |
08.05.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'098 CHF | 21'348 CHF | 100.00% | 100.00% |