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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 32'099 CHF | 32'299 CHF | 99.53% | 99.53% |
21.05.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 34'186 CHF | 34'386 CHF | 99.57% | 99.57% |
17.05.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 35'061 CHF | 35'261 CHF | 98.88% | 98.88% |
16.05.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 20'000 | 20'000 | 19'823 | 19'823 | 35'356 CHF | 35'554 CHF | 99.52% | 99.52% |
15.05.2024 | 0.54% | 1.79 CHF | 1.80 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 37'295 CHF | 37'495 CHF | 99.53% | 99.53% |
14.05.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 37'254 CHF | 37'454 CHF | 99.53% | 99.53% |
13.05.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 35'655 CHF | 35'855 CHF | 99.52% | 99.57% |
10.05.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 35'304 CHF | 35'504 CHF | 99.56% | 99.56% |
08.05.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 33'927 CHF | 34'127 CHF | 99.51% | 99.51% |
07.05.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 34'765 CHF | 34'965 CHF | 99.52% | 99.52% |