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 | 0.37% | 13.80 CHF | 13.85 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 675'840 CHF | 678'319 CHF | 100.00% | 100.00% |
14.05.2024 | 0.37% | 13.55 CHF | 13.60 CHF | 50'000 | 50'000 | 49'755 | 49'755 | 673'806 CHF | 676'295 CHF | 99.41% | 99.41% |
13.05.2024 | 0.37% | 13.65 CHF | 13.70 CHF | 50'000 | 50'000 | 49'532 | 49'530 | 674'559 CHF | 677'011 CHF | 100.00% | 100.00% |
10.05.2024 | 0.37% | 13.55 CHF | 13.60 CHF | 50'000 | 50'000 | 49'573 | 49'573 | 673'822 CHF | 676'303 CHF | 99.46% | 99.46% |
08.05.2024 | 0.39% | 13.10 CHF | 13.15 CHF | 50'000 | 50'000 | 49'680 | 49'680 | 648'426 CHF | 650'912 CHF | 99.74% | 99.74% |
07.05.2024 | 0.39% | 13.10 CHF | 13.15 CHF | 50'000 | 50'000 | 49'492 | 49'492 | 646'685 CHF | 649'163 CHF | 99.79% | 99.79% |
06.05.2024 | 0.39% | 12.90 CHF | 12.95 CHF | 50'000 | 50'000 | 49'482 | 49'482 | 639'806 CHF | 642'283 CHF | 98.62% | 98.62% |
03.05.2024 | 0.39% | 12.75 CHF | 12.80 CHF | 50'000 | 50'000 | 49'782 | 49'782 | 635'150 CHF | 637'641 CHF | 98.62% | 98.62% |
02.05.2024 | 0.41% | 12.45 CHF | 12.50 CHF | 50'000 | 50'000 | 49'685 | 49'685 | 615'924 CHF | 618'410 CHF | 99.68% | 99.68% |
30.04.2024 | 0.40% | 12.50 CHF | 12.55 CHF | 50'000 | 50'000 | 49'778 | 49'778 | 629'224 CHF | 631'714 CHF | 99.50% | 99.50% |