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 | 0.38% | 26.97 CHF | 27.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 658'416 CHF | 660'916 CHF | 100.00% | 100.00% |
16.05.2024 | 0.38% | 25.71 CHF | 25.81 CHF | 25'000 | 25'000 | 24'982 | 24'982 | 653'164 CHF | 655'661 CHF | 100.00% | 100.00% |
15.05.2024 | 0.43% | 25.08 CHF | 25.18 CHF | 25'000 | 25'000 | 24'952 | 24'952 | 580'543 CHF | 583'043 CHF | 100.00% | 100.00% |
14.05.2024 | 0.45% | 22.28 CHF | 22.38 CHF | 25'000 | 25'000 | 24'999 | 24'999 | 556'353 CHF | 558'853 CHF | 99.99% | 99.99% |
13.05.2024 | 0.43% | 23.31 CHF | 23.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 578'608 CHF | 581'108 CHF | 100.00% | 100.00% |
10.05.2024 | 0.43% | 21.37 CHF | 21.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 582'691 CHF | 585'191 CHF | 99.57% | 99.57% |
08.05.2024 | 0.44% | 22.88 CHF | 22.98 CHF | 25'000 | 25'000 | 24'999 | 24'999 | 572'256 CHF | 574'756 CHF | 98.96% | 98.96% |
07.05.2024 | 0.41% | 24.40 CHF | 24.50 CHF | 25'000 | 25'000 | 24'981 | 24'981 | 608'194 CHF | 610'694 CHF | 100.00% | 100.00% |
06.05.2024 | 0.40% | 23.71 CHF | 23.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 620'570 CHF | 623'070 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 22.22 CHF | 22.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 521'749 CHF | 524'249 CHF | 99.83% | 99.83% |