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 | 1.09% | 0.91 CHF | 0.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'794 CHF | 23'044 CHF | 99.77% | 99.77% |
15.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'835 CHF | 22'085 CHF | 100.00% | 100.00% |
14.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'205 CHF | 21'455 CHF | 100.00% | 100.00% |
13.05.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'282 CHF | 22'532 CHF | 100.00% | 100.00% |
10.05.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'409 CHF | 22'659 CHF | 100.00% | 100.00% |
08.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'774 CHF | 22'024 CHF | 100.00% | 100.00% |
07.05.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'365 CHF | 20'615 CHF | 99.76% | 99.76% |
06.05.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'829 CHF | 21'079 CHF | 99.53% | 99.53% |
03.05.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'202 CHF | 20'452 CHF | 99.71% | 99.71% |
02.05.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'504 CHF | 19'754 CHF | 100.00% | 100.00% |