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 | 0.35% | 14.40 CHF | 14.45 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 705'308 CHF | 707'787 CHF | 99.89% | 99.89% |
14.05.2024 | 0.36% | 14.15 CHF | 14.20 CHF | 50'000 | 50'000 | 49'707 | 49'707 | 702'762 CHF | 705'249 CHF | 99.58% | 99.58% |
13.05.2024 | 0.35% | 14.20 CHF | 14.25 CHF | 50'000 | 50'000 | 49'533 | 49'529 | 704'069 CHF | 706'500 CHF | 99.99% | 99.99% |
10.05.2024 | 0.35% | 14.15 CHF | 14.20 CHF | 50'000 | 50'000 | 49'663 | 49'663 | 704'422 CHF | 706'907 CHF | 99.21% | 99.21% |
08.05.2024 | 0.37% | 13.70 CHF | 13.75 CHF | 50'000 | 50'000 | 49'715 | 49'715 | 678'407 CHF | 680'894 CHF | 99.66% | 99.66% |
07.05.2024 | 0.37% | 13.70 CHF | 13.75 CHF | 50'000 | 50'000 | 49'496 | 49'494 | 675'928 CHF | 678'373 CHF | 99.58% | 99.58% |
06.05.2024 | 0.37% | 13.50 CHF | 13.55 CHF | 50'000 | 50'000 | 49'501 | 49'501 | 669'131 CHF | 671'609 CHF | 98.36% | 98.36% |
03.05.2024 | 0.38% | 13.30 CHF | 13.35 CHF | 50'000 | 50'000 | 49'807 | 49'807 | 664'716 CHF | 667'207 CHF | 98.59% | 98.59% |
02.05.2024 | 0.39% | 13.05 CHF | 13.10 CHF | 50'000 | 50'000 | 49'726 | 49'726 | 645'831 CHF | 648'319 CHF | 99.36% | 99.36% |
30.04.2024 | 0.38% | 13.10 CHF | 13.15 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 655'486 CHF | 657'966 CHF | 99.73% | 99.73% |