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 | 0.27% | 36.24 CHF | 36.34 CHF | 25'000 | 25'000 | 24'982 | 24'982 | 915'889 CHF | 918'386 CHF | 100.00% | 100.00% |
15.05.2024 | 0.30% | 35.61 CHF | 35.71 CHF | 25'000 | 25'000 | 24'953 | 24'953 | 843'531 CHF | 846'031 CHF | 100.00% | 100.00% |
14.05.2024 | 0.30% | 32.83 CHF | 32.93 CHF | 25'000 | 25'000 | 24'998 | 24'998 | 820'483 CHF | 822'983 CHF | 99.99% | 99.99% |
13.05.2024 | 0.30% | 33.88 CHF | 33.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 842'427 CHF | 844'927 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 31.93 CHF | 32.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 846'486 CHF | 848'986 CHF | 99.57% | 99.57% |
08.05.2024 | 0.30% | 33.02 CHF | 33.12 CHF | 25'000 | 25'000 | 24'995 | 24'995 | 825'677 CHF | 828'177 CHF | 99.29% | 99.29% |
07.05.2024 | 0.29% | 34.52 CHF | 34.62 CHF | 25'000 | 25'000 | 24'981 | 24'981 | 861'143 CHF | 863'643 CHF | 100.00% | 100.00% |
06.05.2024 | 0.29% | 33.82 CHF | 33.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 873'121 CHF | 875'621 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 32.31 CHF | 32.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 774'508 CHF | 777'008 CHF | 99.79% | 99.79% |
02.05.2024 | 0.34% | 30.59 CHF | 30.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 739'020 CHF | 741'520 CHF | 99.97% | 99.97% |