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 | 0.20% | 1.49 CHF | 1.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'935 CHF | 37'010 CHF | 99.94% | 99.94% |
22.05.2024 | 0.21% | 1.50 CHF | 1.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'149 CHF | 36'224 CHF | 94.01% | 94.01% |
21.05.2024 | 0.24% | 1.31 CHF | 1.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'529 CHF | 31'604 CHF | 46.70% | 46.70% |
17.05.2024 | 0.26% | 1.16 CHF | 1.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'358 CHF | 29'433 CHF | 100.00% | 100.00% |
16.05.2024 | 0.26% | 1.13 CHF | 1.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'625 CHF | 28'700 CHF | 100.00% | 100.00% |
15.05.2024 | 0.25% | 1.12 CHF | 1.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'617 CHF | 29'692 CHF | 98.28% | 98.28% |
14.05.2024 | 0.27% | 1.12 CHF | 1.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'111 CHF | 28'186 CHF | 99.91% | 99.91% |
13.05.2024 | 0.26% | 1.16 CHF | 1.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'467 CHF | 28'542 CHF | 100.00% | 100.00% |
10.05.2024 | 0.28% | 1.12 CHF | 1.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'664 CHF | 26'739 CHF | 98.65% | 98.65% |
08.05.2024 | 0.28% | 1.08 CHF | 1.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'834 CHF | 26'909 CHF | 100.00% | 100.00% |