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 | 0.26% | 19.50 CHF | 19.55 CHF | 50'000 | 50'000 | 49'747 | 49'747 | 967'622 CHF | 970'111 CHF | 99.52% | 99.52% |
15.05.2024 | 0.27% | 19.25 CHF | 19.30 CHF | 50'000 | 50'000 | 49'571 | 49'571 | 942'184 CHF | 944'665 CHF | 99.85% | 99.85% |
14.05.2024 | 0.27% | 18.85 CHF | 18.90 CHF | 50'000 | 50'000 | 49'805 | 49'805 | 935'800 CHF | 938'292 CHF | 98.98% | 98.98% |
13.05.2024 | 0.27% | 18.80 CHF | 18.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 938'441 CHF | 940'941 CHF | 97.79% | 97.79% |
10.05.2024 | 0.27% | 18.65 CHF | 18.70 CHF | 50'000 | 50'000 | 49'750 | 49'750 | 931'852 CHF | 934'341 CHF | 99.24% | 99.24% |
08.05.2024 | 0.27% | 18.60 CHF | 18.65 CHF | 50'000 | 50'000 | 49'714 | 49'714 | 923'512 CHF | 925'999 CHF | 99.65% | 99.65% |
07.05.2024 | 0.27% | 18.65 CHF | 18.70 CHF | 50'000 | 50'000 | 49'924 | 49'924 | 926'928 CHF | 929'425 CHF | 98.64% | 98.64% |
06.05.2024 | 0.27% | 18.35 CHF | 18.40 CHF | 50'000 | 50'000 | 49'730 | 49'730 | 909'439 CHF | 911'927 CHF | 97.88% | 97.88% |
03.05.2024 | 0.28% | 18.00 CHF | 18.05 CHF | 50'000 | 50'000 | 49'780 | 49'780 | 890'597 CHF | 893'087 CHF | 96.92% | 96.92% |
02.05.2024 | 0.29% | 17.55 CHF | 17.60 CHF | 50'000 | 50'000 | 49'722 | 49'722 | 872'792 CHF | 875'280 CHF | 98.72% | 98.72% |