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% | 19.25 CHF | 19.30 CHF | 50'000 | 50'000 | 49'748 | 49'748 | 955'077 CHF | 957'565 CHF | 99.53% | 99.53% |
15.05.2024 | 0.27% | 19.00 CHF | 19.05 CHF | 50'000 | 50'000 | 49'572 | 49'572 | 929'595 CHF | 932'076 CHF | 99.92% | 99.92% |
14.05.2024 | 0.27% | 18.60 CHF | 18.65 CHF | 50'000 | 50'000 | 49'774 | 49'774 | 922'500 CHF | 924'990 CHF | 99.34% | 99.34% |
13.05.2024 | 0.27% | 18.55 CHF | 18.60 CHF | 50'000 | 50'000 | 49'533 | 49'529 | 916'974 CHF | 919'390 CHF | 100.00% | 100.00% |
10.05.2024 | 0.27% | 18.40 CHF | 18.45 CHF | 50'000 | 50'000 | 49'668 | 49'668 | 917'678 CHF | 920'163 CHF | 99.18% | 99.18% |
08.05.2024 | 0.27% | 18.35 CHF | 18.40 CHF | 50'000 | 50'000 | 49'714 | 49'714 | 910'813 CHF | 913'300 CHF | 99.66% | 99.66% |
07.05.2024 | 0.28% | 18.40 CHF | 18.45 CHF | 50'000 | 50'000 | 49'504 | 49'502 | 906'397 CHF | 908'830 CHF | 99.56% | 99.56% |
06.05.2024 | 0.28% | 18.10 CHF | 18.15 CHF | 50'000 | 50'000 | 49'781 | 49'781 | 897'512 CHF | 900'002 CHF | 97.47% | 97.47% |
03.05.2024 | 0.28% | 17.75 CHF | 17.80 CHF | 50'000 | 50'000 | 49'781 | 49'781 | 878'007 CHF | 880'498 CHF | 97.14% | 97.14% |
02.05.2024 | 0.29% | 17.30 CHF | 17.35 CHF | 50'000 | 50'000 | 49'724 | 49'724 | 859'920 CHF | 862'407 CHF | 99.14% | 99.14% |