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 | 0.25% | 20.15 CHF | 20.20 CHF | 45'000 | 45'000 | 44'821 | 44'821 | 901'640 CHF | 903'882 CHF | 99.24% | 99.24% |
13.05.2024 | 0.25% | 20.15 CHF | 20.20 CHF | 45'000 | 45'000 | 44'579 | 44'576 | 898'532 CHF | 900'702 CHF | 100.00% | 100.00% |
10.05.2024 | 0.25% | 20.05 CHF | 20.10 CHF | 45'000 | 45'000 | 44'616 | 44'616 | 900'031 CHF | 902'264 CHF | 99.47% | 99.47% |
08.05.2024 | 0.25% | 19.80 CHF | 19.85 CHF | 45'000 | 45'000 | 44'740 | 44'740 | 885'372 CHF | 887'610 CHF | 99.65% | 99.65% |
07.05.2024 | 0.25% | 19.85 CHF | 19.90 CHF | 45'000 | 45'000 | 44'919 | 44'919 | 888'526 CHF | 890'772 CHF | 98.88% | 98.88% |
06.05.2024 | 0.26% | 19.50 CHF | 19.55 CHF | 45'000 | 45'000 | 44'793 | 44'793 | 868'421 CHF | 870'662 CHF | 98.00% | 98.00% |
03.05.2024 | 0.26% | 19.00 CHF | 19.05 CHF | 45'000 | 45'000 | 44'788 | 44'788 | 849'006 CHF | 851'247 CHF | 97.58% | 97.58% |
02.05.2024 | 0.27% | 18.65 CHF | 18.70 CHF | 45'000 | 45'000 | 44'714 | 44'714 | 834'940 CHF | 837'178 CHF | 98.95% | 98.95% |
30.04.2024 | 0.26% | 19.10 CHF | 19.15 CHF | 45'000 | 45'000 | 44'804 | 44'804 | 862'113 CHF | 864'354 CHF | 99.55% | 99.55% |
29.04.2024 | 0.26% | 19.25 CHF | 19.30 CHF | 45'000 | 45'000 | 44'572 | 44'572 | 858'680 CHF | 860'911 CHF | 99.63% | 99.63% |