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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.70% | 16.12 CHF | 16.22 CHF | 25'000 | 25'000 | 24'952 | 24'952 | 356'625 CHF | 359'125 CHF | 99.78% | 99.78% |
14.05.2024 | 0.75% | 13.29 CHF | 13.39 CHF | 25'000 | 25'000 | 24'999 | 24'999 | 331'473 CHF | 333'973 CHF | 99.98% | 99.98% |
13.05.2024 | 0.70% | 14.32 CHF | 14.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 353'999 CHF | 356'499 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 12.39 CHF | 12.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 358'105 CHF | 360'605 CHF | 99.60% | 99.60% |
08.05.2024 | 0.72% | 13.78 CHF | 13.88 CHF | 25'000 | 25'000 | 24'995 | 24'995 | 344'718 CHF | 347'218 CHF | 99.29% | 99.29% |
07.05.2024 | 0.65% | 15.32 CHF | 15.42 CHF | 25'000 | 25'000 | 24'977 | 24'977 | 381'255 CHF | 383'755 CHF | 100.00% | 100.00% |
06.05.2024 | 0.63% | 14.64 CHF | 14.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 394'073 CHF | 396'573 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 13.17 CHF | 13.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 295'032 CHF | 297'532 CHF | 99.83% | 99.83% |
02.05.2024 | 0.97% | 11.28 CHF | 11.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 256'534 CHF | 259'034 CHF | 99.90% | 99.90% |
30.04.2024 | 0.75% | 12.69 CHF | 12.79 CHF | 25'000 | 25'000 | 24'980 | 24'980 | 334'808 CHF | 337'308 CHF | 99.97% | 99.97% |