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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.24% | 21.35 CHF | 21.40 CHF | 30'000 | 30'000 | 29'799 | 29'799 | 634'616 CHF | 636'107 CHF | 99.54% | 99.54% |
13.05.2024 | 0.24% | 21.35 CHF | 21.40 CHF | 30'000 | 30'000 | 29'720 | 29'718 | 634'056 CHF | 635'500 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 21.25 CHF | 21.30 CHF | 30'000 | 30'000 | 29'779 | 29'779 | 635'824 CHF | 637'314 CHF | 99.30% | 99.30% |
08.05.2024 | 0.24% | 21.00 CHF | 21.05 CHF | 30'000 | 30'000 | 29'822 | 29'822 | 625'286 CHF | 626'778 CHF | 99.67% | 99.67% |
07.05.2024 | 0.24% | 21.05 CHF | 21.10 CHF | 30'000 | 30'000 | 29'697 | 29'695 | 622'410 CHF | 623'864 CHF | 99.61% | 99.61% |
06.05.2024 | 0.25% | 20.65 CHF | 20.70 CHF | 30'000 | 30'000 | 29'698 | 29'698 | 610'698 CHF | 612'184 CHF | 98.43% | 98.43% |
03.05.2024 | 0.25% | 20.20 CHF | 20.25 CHF | 30'000 | 30'000 | 29'873 | 29'873 | 601'421 CHF | 602'915 CHF | 97.05% | 97.05% |
02.05.2024 | 0.25% | 19.85 CHF | 19.90 CHF | 30'000 | 30'000 | 29'832 | 29'832 | 592'341 CHF | 593'833 CHF | 99.28% | 99.28% |
30.04.2024 | 0.25% | 20.30 CHF | 20.35 CHF | 30'000 | 30'000 | 29'872 | 29'872 | 610'157 CHF | 611'652 CHF | 99.50% | 99.50% |
29.04.2024 | 0.25% | 20.45 CHF | 20.50 CHF | 30'000 | 30'000 | 29'662 | 29'662 | 606'423 CHF | 607'908 CHF | 99.72% | 99.72% |