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 | 0.61% | 1.64 CHF | 1.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 41'142 CHF | 41'392 CHF | 99.76% | 99.76% |
15.05.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 41'651 CHF | 41'901 CHF | 100.00% | 100.00% |
14.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 41'028 CHF | 41'278 CHF | 100.00% | 100.00% |
13.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'373 CHF | 40'623 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'728 CHF | 40'978 CHF | 100.00% | 100.00% |
08.05.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'997 CHF | 40'247 CHF | 100.00% | 100.00% |
07.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'453 CHF | 39'703 CHF | 99.76% | 99.76% |
06.05.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'030 CHF | 39'280 CHF | 99.52% | 99.52% |
03.05.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'936 CHF | 40'186 CHF | 99.70% | 99.70% |
02.05.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'448 CHF | 38'698 CHF | 100.00% | 100.00% |