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 | 0.28% | 35.46 CHF | 35.56 CHF | 25'000 | 25'000 | 24'981 | 24'981 | 896'196 CHF | 898'693 CHF | 100.00% | 100.00% |
15.05.2024 | 0.30% | 34.82 CHF | 34.92 CHF | 25'000 | 25'000 | 24'952 | 24'952 | 823'762 CHF | 826'262 CHF | 99.78% | 99.78% |
14.05.2024 | 0.31% | 32.04 CHF | 32.14 CHF | 25'000 | 25'000 | 24'999 | 24'999 | 800'714 CHF | 803'214 CHF | 99.97% | 99.97% |
13.05.2024 | 0.30% | 33.09 CHF | 33.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 822'747 CHF | 825'247 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 31.15 CHF | 31.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 827'180 CHF | 829'680 CHF | 99.56% | 99.56% |
08.05.2024 | 0.31% | 32.56 CHF | 32.66 CHF | 25'000 | 25'000 | 24'995 | 24'995 | 813'996 CHF | 816'496 CHF | 99.29% | 99.29% |
07.05.2024 | 0.29% | 34.06 CHF | 34.16 CHF | 25'000 | 25'000 | 24'980 | 24'980 | 849'498 CHF | 851'998 CHF | 100.00% | 100.00% |
06.05.2024 | 0.29% | 33.36 CHF | 33.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 861'529 CHF | 864'029 CHF | 100.00% | 100.00% |
03.05.2024 | 0.33% | 31.84 CHF | 31.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 762'897 CHF | 765'397 CHF | 99.80% | 99.80% |
02.05.2024 | 0.34% | 30.12 CHF | 30.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 727'266 CHF | 729'766 CHF | 99.94% | 99.94% |