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 | 0.25% | 19.80 CHF | 19.85 CHF | 45'000 | 45'000 | 44'769 | 44'769 | 882'072 CHF | 884'311 CHF | 99.54% | 99.54% |
15.05.2024 | 0.26% | 19.50 CHF | 19.55 CHF | 45'000 | 45'000 | 44'610 | 44'610 | 859'176 CHF | 861'409 CHF | 99.52% | 99.52% |
14.05.2024 | 0.26% | 19.10 CHF | 19.15 CHF | 45'000 | 45'000 | 44'652 | 44'652 | 850'288 CHF | 852'523 CHF | 99.63% | 99.63% |
13.05.2024 | 0.27% | 19.05 CHF | 19.10 CHF | 45'000 | 45'000 | 44'580 | 44'576 | 848'057 CHF | 850'230 CHF | 100.00% | 100.00% |
10.05.2024 | 0.27% | 18.90 CHF | 18.95 CHF | 45'000 | 45'000 | 44'681 | 44'681 | 848'332 CHF | 850'568 CHF | 99.25% | 99.25% |
08.05.2024 | 0.27% | 18.85 CHF | 18.90 CHF | 45'000 | 45'000 | 44'734 | 44'734 | 842'470 CHF | 844'708 CHF | 99.66% | 99.66% |
07.05.2024 | 0.27% | 18.95 CHF | 19.00 CHF | 45'000 | 45'000 | 44'930 | 44'930 | 845'722 CHF | 847'969 CHF | 98.66% | 98.66% |
06.05.2024 | 0.27% | 18.60 CHF | 18.65 CHF | 45'000 | 45'000 | 44'796 | 44'796 | 830'680 CHF | 832'921 CHF | 97.83% | 97.83% |
03.05.2024 | 0.28% | 18.30 CHF | 18.35 CHF | 45'000 | 45'000 | 44'804 | 44'804 | 813'124 CHF | 815'366 CHF | 98.04% | 98.04% |
02.05.2024 | 0.28% | 17.80 CHF | 17.85 CHF | 45'000 | 45'000 | 44'748 | 44'748 | 796'869 CHF | 799'108 CHF | 99.40% | 99.40% |