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 | 0.99% | 24.48 CHF | 24.72 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 122'124 CHF | 123'345 CHF | 94.17% | 94.17% |
15.05.2024 | 1.01% | 24.40 CHF | 24.64 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 121'866 CHF | 123'097 CHF | 98.89% | 98.89% |
14.05.2024 | 1.00% | 24.40 CHF | 24.64 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 121'967 CHF | 123'193 CHF | 98.47% | 98.47% |
13.05.2024 | 1.49% | 24.34 CHF | 24.72 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 60'812 CHF | 61'724 CHF | 90.92% | 90.92% |
10.05.2024 | 1.50% | 24.38 CHF | 24.74 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 60'920 CHF | 61'840 CHF | 98.17% | 98.17% |
08.05.2024 | 1.49% | 24.36 CHF | 24.72 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 60'857 CHF | 61'771 CHF | 93.25% | 93.25% |
07.05.2024 | 1.50% | 24.24 CHF | 24.60 CHF | 2'500 | 2'500 | 2'516 | 2'516 | 61'148 CHF | 62'067 CHF | 54.78% | 54.78% |
06.05.2024 | 1.51% | 24.24 CHF | 24.62 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 60'586 CHF | 61'508 CHF | 98.15% | 98.15% |
03.05.2024 | 1.50% | 24.26 CHF | 24.62 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 60'611 CHF | 61'528 CHF | 92.67% | 92.67% |
02.05.2024 | 1.49% | 24.18 CHF | 24.54 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 60'568 CHF | 61'479 CHF | 91.52% | 91.52% |