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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.35% | 14.06 CHF | 14.11 CHF | 25'000 | 25'000 | 24'884 | 24'884 | 360'059 CHF | 361'309 CHF | 99.99% | 99.99% |
22.05.2024 | 0.37% | 13.49 CHF | 13.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 338'031 CHF | 339'281 CHF | 99.85% | 99.85% |
21.05.2024 | 0.37% | 13.93 CHF | 13.98 CHF | 25'000 | 25'000 | 24'993 | 24'993 | 338'160 CHF | 339'410 CHF | 99.22% | 99.22% |
17.05.2024 | 0.69% | 7.65 CHF | 7.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 180'414 CHF | 181'664 CHF | 100.00% | 100.00% |
16.05.2024 | 0.74% | 6.32 CHF | 6.37 CHF | 25'000 | 25'000 | 24'978 | 24'978 | 167'860 CHF | 169'110 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 6.62 CHF | 6.67 CHF | 25'000 | 25'000 | 24'952 | 24'952 | 151'588 CHF | 152'838 CHF | 99.79% | 99.79% |
14.05.2024 | 0.84% | 5.86 CHF | 5.91 CHF | 25'000 | 25'000 | 24'998 | 24'998 | 148'034 CHF | 149'284 CHF | 100.00% | 100.00% |
13.05.2024 | 0.77% | 6.37 CHF | 6.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 161'579 CHF | 162'829 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 6.16 CHF | 6.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 175'337 CHF | 176'587 CHF | 99.60% | 99.60% |
08.05.2024 | 0.73% | 6.84 CHF | 6.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 170'649 CHF | 171'899 CHF | 98.95% | 98.95% |