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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'068 CHF | 27'318 CHF | 100.00% | 100.00% |
16.05.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 25'000 | 25'000 | 25'000 | 24'999 | 25'875 CHF | 26'124 CHF | 99.84% | 99.84% |
15.05.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 25'000 | 25'000 | 25'000 | 24'998 | 26'921 CHF | 27'169 CHF | 100.00% | 100.00% |
14.05.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 25'000 | 25'000 | 24'996 | 25'000 | 26'451 CHF | 26'705 CHF | 99.80% | 99.80% |
13.05.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 25'000 | 25'000 | 24'992 | 25'000 | 25'840 CHF | 26'098 CHF | 100.00% | 100.00% |
10.05.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 25'000 | 25'000 | 24'996 | 24'991 | 24'318 CHF | 24'563 CHF | 100.00% | 100.00% |
08.05.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 25'000 | 25'000 | 24'991 | 25'000 | 22'252 CHF | 22'510 CHF | 100.00% | 100.00% |
07.05.2024 | 1.24% | 0.84 CHF | 0.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'081 CHF | 20'331 CHF | 99.84% | 99.84% |
06.05.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'873 CHF | 19'123 CHF | 99.78% | 99.78% |
03.05.2024 | 1.31% | 0.72 CHF | 0.73 CHF | 25'000 | 25'000 | 25'000 | 24'997 | 18'965 CHF | 19'212 CHF | 100.00% | 100.00% |