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 | 0.27% | 18.85 CHF | 18.90 CHF | 50'000 | 50'000 | 49'817 | 49'817 | 940'699 CHF | 943'191 CHF | 99.18% | 99.18% |
13.05.2024 | 0.27% | 18.95 CHF | 19.00 CHF | 50'000 | 50'000 | 49'533 | 49'529 | 938'891 CHF | 941'305 CHF | 100.00% | 100.00% |
10.05.2024 | 0.27% | 18.90 CHF | 18.95 CHF | 50'000 | 50'000 | 49'665 | 49'665 | 939'414 CHF | 941'899 CHF | 99.20% | 99.20% |
08.05.2024 | 0.27% | 18.45 CHF | 18.50 CHF | 50'000 | 50'000 | 49'713 | 49'713 | 914'410 CHF | 916'897 CHF | 99.66% | 99.66% |
07.05.2024 | 0.27% | 18.40 CHF | 18.45 CHF | 50'000 | 50'000 | 49'938 | 49'938 | 918'084 CHF | 920'581 CHF | 98.60% | 98.60% |
06.05.2024 | 0.28% | 18.20 CHF | 18.25 CHF | 50'000 | 50'000 | 49'793 | 49'793 | 908'147 CHF | 910'638 CHF | 97.74% | 97.74% |
03.05.2024 | 0.28% | 18.05 CHF | 18.10 CHF | 50'000 | 50'000 | 49'777 | 49'777 | 899'474 CHF | 901'964 CHF | 98.30% | 98.30% |
02.05.2024 | 0.28% | 17.80 CHF | 17.85 CHF | 50'000 | 50'000 | 49'724 | 49'724 | 882'371 CHF | 884'858 CHF | 99.30% | 99.30% |
30.04.2024 | 0.28% | 17.85 CHF | 17.90 CHF | 50'000 | 50'000 | 49'809 | 49'732 | 896'131 CHF | 897'225 CHF | 99.32% | 99.32% |
29.04.2024 | 0.28% | 17.95 CHF | 18.00 CHF | 50'000 | 50'000 | 49'534 | 49'534 | 890'688 CHF | 893'167 CHF | 99.27% | 99.27% |