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 | 0.73% | 1.44 CHF | 1.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'247 CHF | 37'520 CHF | 99.15% | 99.15% |
15.05.2024 | 0.64% | 1.68 CHF | 1.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'434 CHF | 43'714 CHF | 99.54% | 99.54% |
14.05.2024 | 0.57% | 1.82 CHF | 1.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'873 CHF | 46'135 CHF | 99.56% | 99.56% |
13.05.2024 | 0.62% | 1.71 CHF | 1.72 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 48'533 CHF | 48'833 CHF | 99.51% | 99.51% |
10.05.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 44'788 CHF | 45'088 CHF | 99.51% | 99.51% |
08.05.2024 | 0.85% | 1.45 CHF | 1.46 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 27'690 CHF | 27'926 CHF | 99.48% | 99.48% |
07.05.2024 | 0.63% | 1.88 CHF | 1.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'390 CHF | 44'669 CHF | 99.47% | 99.53% |
06.05.2024 | 0.60% | 1.77 CHF | 1.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'871 CHF | 45'138 CHF | 99.47% | 99.47% |
03.05.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 42'161 CHF | 42'417 CHF | 99.53% | 99.53% |
02.05.2024 | 0.64% | 1.66 CHF | 1.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 41'799 CHF | 42'068 CHF | 99.48% | 99.48% |