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 | 0.80% | 1.29 CHF | 1.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'149 CHF | 31'399 CHF | 99.77% | 99.77% |
15.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'461 CHF | 31'711 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'892 CHF | 31'142 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'834 CHF | 31'084 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'224 CHF | 30'474 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 1.29 CHF | 1.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'235 CHF | 31'485 CHF | 100.00% | 100.00% |
07.05.2024 | 0.78% | 1.23 CHF | 1.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'883 CHF | 32'133 CHF | 99.76% | 99.76% |
06.05.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'563 CHF | 29'813 CHF | 99.53% | 99.53% |
03.05.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'968 CHF | 29'218 CHF | 99.70% | 99.70% |
02.05.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'592 CHF | 28'842 CHF | 100.00% | 100.00% |