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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.28% | 17.95 CHF | 18.00 CHF | 50'000 | 50'000 | 49'567 | 49'567 | 881'751 CHF | 884'231 CHF | 99.93% | 99.93% |
14.05.2024 | 0.28% | 17.70 CHF | 17.75 CHF | 50'000 | 50'000 | 49'656 | 49'654 | 878'584 CHF | 881'029 CHF | 99.64% | 99.64% |
13.05.2024 | 0.28% | 17.80 CHF | 17.85 CHF | 50'000 | 50'000 | 49'533 | 49'529 | 879'973 CHF | 882'385 CHF | 100.00% | 100.00% |
10.05.2024 | 0.28% | 17.70 CHF | 17.75 CHF | 50'000 | 50'000 | 49'654 | 49'654 | 880'662 CHF | 883'146 CHF | 99.08% | 99.08% |
08.05.2024 | 0.29% | 17.25 CHF | 17.30 CHF | 50'000 | 50'000 | 49'710 | 49'710 | 855'138 CHF | 857'625 CHF | 99.67% | 99.67% |
07.05.2024 | 0.29% | 17.25 CHF | 17.30 CHF | 50'000 | 50'000 | 49'921 | 49'921 | 859'062 CHF | 861'558 CHF | 98.65% | 98.65% |
06.05.2024 | 0.29% | 17.05 CHF | 17.10 CHF | 50'000 | 50'000 | 49'798 | 49'798 | 849'513 CHF | 852'004 CHF | 97.74% | 97.74% |
03.05.2024 | 0.30% | 16.85 CHF | 16.90 CHF | 50'000 | 50'000 | 49'805 | 49'805 | 841'054 CHF | 843'546 CHF | 97.57% | 97.57% |
02.05.2024 | 0.30% | 16.60 CHF | 16.65 CHF | 50'000 | 50'000 | 49'722 | 49'722 | 823'180 CHF | 825'668 CHF | 99.50% | 99.50% |
30.04.2024 | 0.30% | 16.65 CHF | 16.70 CHF | 50'000 | 50'000 | 49'754 | 49'682 | 835'985 CHF | 837'261 CHF | 99.66% | 99.66% |