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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.98% | 13.49 CHF | 13.63 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 67'873 CHF | 68'541 CHF | 100.00% | 100.00% |
22.05.2024 | 1.00% | 13.53 CHF | 13.66 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 67'611 CHF | 68'293 CHF | 100.00% | 100.00% |
21.05.2024 | 1.02% | 13.33 CHF | 13.47 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 66'439 CHF | 67'123 CHF | 100.00% | 100.00% |
17.05.2024 | 1.04% | 13.32 CHF | 13.46 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 66'603 CHF | 67'302 CHF | 100.00% | 100.00% |
16.05.2024 | 1.01% | 13.29 CHF | 13.42 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 66'333 CHF | 67'008 CHF | 100.00% | 100.00% |
15.05.2024 | 1.01% | 13.23 CHF | 13.36 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 65'700 CHF | 66'370 CHF | 99.81% | 99.81% |
14.05.2024 | 0.99% | 13.03 CHF | 13.16 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 65'185 CHF | 65'836 CHF | 100.00% | 100.00% |
13.05.2024 | 1.00% | 12.99 CHF | 13.13 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 64'719 CHF | 65'371 CHF | 100.00% | 100.00% |
10.05.2024 | 1.01% | 13.01 CHF | 13.14 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 64'897 CHF | 65'556 CHF | 99.77% | 99.77% |
08.05.2024 | 1.00% | 12.97 CHF | 13.10 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 65'237 CHF | 65'890 CHF | 99.81% | 99.81% |