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 | 0.79% | 1.26 CHF | 1.27 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 25'307 CHF | 25'507 CHF | 99.48% | 99.53% |
15.05.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 25'608 CHF | 25'808 CHF | 99.50% | 99.50% |
14.05.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 25'397 CHF | 25'597 CHF | 99.51% | 99.51% |
13.05.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 25'243 CHF | 25'443 CHF | 99.54% | 99.54% |
10.05.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'650 CHF | 31'900 CHF | 99.52% | 99.52% |
08.05.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 25'057 CHF | 25'257 CHF | 99.05% | 99.05% |
07.05.2024 | 0.88% | 1.19 CHF | 1.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'259 CHF | 28'509 CHF | 99.49% | 99.49% |
06.05.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'682 CHF | 28'932 CHF | 99.53% | 99.53% |
03.05.2024 | 0.83% | 1.16 CHF | 1.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'820 CHF | 30'070 CHF | 99.51% | 99.51% |
02.05.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'963 CHF | 30'213 CHF | 99.37% | 99.44% |