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 | 0.60% | 17.37 CHF | 17.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 418'060 CHF | 420'560 CHF | 100.00% | 100.00% |
16.05.2024 | 0.60% | 16.14 CHF | 16.24 CHF | 25'000 | 25'000 | 24'982 | 24'982 | 414'530 CHF | 417'027 CHF | 100.00% | 100.00% |
15.05.2024 | 0.73% | 15.52 CHF | 15.62 CHF | 25'000 | 25'000 | 24'952 | 24'952 | 341'714 CHF | 344'214 CHF | 99.89% | 99.89% |
14.05.2024 | 0.79% | 12.69 CHF | 12.79 CHF | 25'000 | 25'000 | 24'999 | 24'999 | 316'477 CHF | 318'977 CHF | 99.98% | 99.98% |
13.05.2024 | 0.74% | 13.72 CHF | 13.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 339'017 CHF | 341'517 CHF | 100.00% | 100.00% |
10.05.2024 | 0.73% | 11.79 CHF | 11.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 343'116 CHF | 345'616 CHF | 99.56% | 99.56% |
08.05.2024 | 0.74% | 13.38 CHF | 13.48 CHF | 25'000 | 25'000 | 24'995 | 24'995 | 334'729 CHF | 337'229 CHF | 99.29% | 99.29% |
07.05.2024 | 0.67% | 14.93 CHF | 15.03 CHF | 25'000 | 25'000 | 24'981 | 24'981 | 371'348 CHF | 373'848 CHF | 100.00% | 100.00% |
06.05.2024 | 0.65% | 14.25 CHF | 14.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 384'122 CHF | 386'622 CHF | 100.00% | 100.00% |
03.05.2024 | 0.88% | 12.77 CHF | 12.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 285'059 CHF | 287'559 CHF | 99.77% | 99.77% |