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 | 0.27% | 19.00 CHF | 19.05 CHF | 50'000 | 50'000 | 49'748 | 49'748 | 942'500 CHF | 944'989 CHF | 99.52% | 99.52% |
15.05.2024 | 0.27% | 18.75 CHF | 18.80 CHF | 50'000 | 50'000 | 49'572 | 49'572 | 916'933 CHF | 919'414 CHF | 99.86% | 99.86% |
14.05.2024 | 0.27% | 18.35 CHF | 18.40 CHF | 50'000 | 50'000 | 49'818 | 49'818 | 910'534 CHF | 913'025 CHF | 98.58% | 98.58% |
13.05.2024 | 0.27% | 18.30 CHF | 18.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 912'792 CHF | 915'292 CHF | 97.79% | 97.79% |
10.05.2024 | 0.28% | 18.15 CHF | 18.20 CHF | 50'000 | 50'000 | 49'757 | 49'757 | 906'790 CHF | 909'279 CHF | 99.22% | 99.22% |
08.05.2024 | 0.28% | 18.10 CHF | 18.15 CHF | 50'000 | 50'000 | 49'715 | 49'679 | 898'170 CHF | 900'006 CHF | 99.66% | 99.66% |
07.05.2024 | 0.28% | 18.15 CHF | 18.20 CHF | 50'000 | 50'000 | 49'925 | 49'925 | 901'405 CHF | 903'901 CHF | 98.63% | 98.63% |
06.05.2024 | 0.28% | 17.85 CHF | 17.90 CHF | 50'000 | 50'000 | 49'741 | 49'741 | 883'896 CHF | 886'384 CHF | 97.84% | 97.84% |
03.05.2024 | 0.29% | 17.50 CHF | 17.55 CHF | 50'000 | 50'000 | 49'782 | 49'782 | 865'444 CHF | 867'935 CHF | 97.08% | 97.08% |
02.05.2024 | 0.29% | 17.05 CHF | 17.10 CHF | 50'000 | 50'000 | 49'725 | 49'725 | 847'193 CHF | 849'681 CHF | 99.40% | 99.40% |