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 | 0.26% | 37.51 CHF | 37.61 CHF | 25'000 | 25'000 | 24'982 | 24'982 | 947'420 CHF | 949'917 CHF | 99.99% | 99.99% |
15.05.2024 | 0.29% | 36.87 CHF | 36.97 CHF | 25'000 | 25'000 | 24'953 | 24'953 | 875'041 CHF | 877'541 CHF | 99.78% | 99.78% |
14.05.2024 | 0.29% | 34.10 CHF | 34.20 CHF | 25'000 | 25'000 | 24'999 | 24'999 | 852'186 CHF | 854'686 CHF | 99.99% | 99.99% |
13.05.2024 | 0.29% | 35.14 CHF | 35.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 874'089 CHF | 876'589 CHF | 100.00% | 100.00% |
10.05.2024 | 0.28% | 33.20 CHF | 33.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 878'140 CHF | 880'640 CHF | 99.56% | 99.56% |
08.05.2024 | 0.29% | 34.92 CHF | 35.02 CHF | 25'000 | 25'000 | 24'999 | 24'999 | 873'215 CHF | 875'715 CHF | 98.96% | 98.96% |
07.05.2024 | 0.28% | 36.41 CHF | 36.51 CHF | 25'000 | 25'000 | 24'977 | 24'977 | 908'225 CHF | 910'725 CHF | 100.00% | 100.00% |
06.05.2024 | 0.27% | 35.71 CHF | 35.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 920'240 CHF | 922'740 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 34.19 CHF | 34.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 821'698 CHF | 824'198 CHF | 99.77% | 99.77% |
02.05.2024 | 0.32% | 32.50 CHF | 32.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 786'612 CHF | 789'112 CHF | 99.90% | 99.90% |