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% | 18.25 CHF | 18.30 CHF | 50'000 | 50'000 | 49'810 | 49'810 | 910'957 CHF | 913'448 CHF | 99.10% | 99.10% |
13.05.2024 | 0.27% | 18.35 CHF | 18.40 CHF | 50'000 | 50'000 | 49'532 | 49'530 | 909'418 CHF | 911'862 CHF | 100.00% | 100.00% |
10.05.2024 | 0.27% | 18.30 CHF | 18.35 CHF | 50'000 | 50'000 | 49'664 | 49'664 | 910'246 CHF | 912'731 CHF | 99.19% | 99.19% |
08.05.2024 | 0.28% | 17.85 CHF | 17.90 CHF | 50'000 | 50'000 | 49'713 | 49'713 | 884'733 CHF | 887'220 CHF | 99.65% | 99.65% |
07.05.2024 | 0.28% | 17.85 CHF | 17.90 CHF | 50'000 | 50'000 | 49'922 | 49'922 | 888'326 CHF | 890'823 CHF | 98.64% | 98.64% |
06.05.2024 | 0.28% | 17.60 CHF | 17.65 CHF | 50'000 | 50'000 | 49'763 | 49'763 | 878'302 CHF | 880'791 CHF | 97.81% | 97.81% |
03.05.2024 | 0.29% | 17.45 CHF | 17.50 CHF | 50'000 | 50'000 | 49'807 | 49'807 | 870'622 CHF | 873'114 CHF | 98.56% | 98.56% |
02.05.2024 | 0.29% | 17.20 CHF | 17.25 CHF | 50'000 | 50'000 | 49'724 | 49'724 | 852'800 CHF | 855'287 CHF | 99.33% | 99.33% |
30.04.2024 | 0.29% | 17.25 CHF | 17.30 CHF | 50'000 | 50'000 | 49'760 | 49'760 | 865'691 CHF | 868'181 CHF | 99.66% | 99.66% |
29.04.2024 | 0.29% | 17.35 CHF | 17.40 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 861'141 CHF | 863'620 CHF | 99.50% | 99.50% |