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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 0.08% | 26.77 CHF | 26.79 CHF | 48'000 | 48'000 | 26'625 | 26'625 | 709'454 CHF | 709'988 CHF | 98.51% | 98.51% |
30.04.2024 | 0.08% | 27.26 CHF | 27.28 CHF | 47'000 | 47'000 | 26'133 | 26'133 | 709'723 CHF | 710'247 CHF | 99.42% | 99.42% |
29.04.2024 | 0.08% | 27.15 CHF | 27.17 CHF | 47'000 | 47'000 | 26'525 | 26'525 | 716'666 CHF | 717'198 CHF | 99.49% | 99.49% |
26.04.2024 | 0.08% | 26.56 CHF | 26.58 CHF | 48'000 | 48'000 | 27'059 | 27'059 | 716'074 CHF | 716'616 CHF | 99.48% | 99.48% |
25.04.2024 | 0.08% | 26.21 CHF | 26.23 CHF | 49'000 | 49'000 | 27'308 | 27'308 | 716'713 CHF | 717'260 CHF | 99.85% | 99.85% |
24.04.2024 | 0.08% | 26.03 CHF | 26.05 CHF | 49'000 | 49'000 | 27'356 | 27'356 | 709'677 CHF | 710'225 CHF | 99.80% | 99.80% |
23.04.2024 | 0.08% | 25.72 CHF | 25.74 CHF | 50'000 | 50'000 | 27'591 | 27'591 | 705'886 CHF | 706'439 CHF | 99.60% | 99.60% |
22.04.2024 | 0.08% | 25.44 CHF | 25.46 CHF | 50'000 | 50'000 | 27'552 | 27'552 | 704'850 CHF | 705'403 CHF | 99.83% | 99.83% |
19.04.2024 | 0.08% | 25.45 CHF | 25.47 CHF | 50'000 | 50'000 | 27'530 | 27'530 | 705'011 CHF | 705'563 CHF | 99.97% | 99.97% |
18.04.2024 | 0.08% | 26.05 CHF | 26.07 CHF | 49'000 | 49'000 | 27'337 | 27'337 | 710'440 CHF | 710'987 CHF | 99.92% | 99.92% |