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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.30% | 16.60 CHF | 16.65 CHF | 50'000 | 50'000 | 49'532 | 49'530 | 824'054 CHF | 826'498 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 16.55 CHF | 16.60 CHF | 50'000 | 50'000 | 49'596 | 49'596 | 825'983 CHF | 828'465 CHF | 99.42% | 99.42% |
08.05.2024 | 0.31% | 16.30 CHF | 16.35 CHF | 50'000 | 50'000 | 49'695 | 49'695 | 808'224 CHF | 810'710 CHF | 99.72% | 99.72% |
07.05.2024 | 0.31% | 16.35 CHF | 16.40 CHF | 50'000 | 50'000 | 49'898 | 49'898 | 811'544 CHF | 814'039 CHF | 98.77% | 98.77% |
06.05.2024 | 0.32% | 16.00 CHF | 16.05 CHF | 50'000 | 50'000 | 49'761 | 49'761 | 790'391 CHF | 792'880 CHF | 97.92% | 97.92% |
03.05.2024 | 0.32% | 15.50 CHF | 15.55 CHF | 50'000 | 50'000 | 49'764 | 49'764 | 768'584 CHF | 771'073 CHF | 97.45% | 97.45% |
02.05.2024 | 0.33% | 15.10 CHF | 15.15 CHF | 50'000 | 50'000 | 49'713 | 49'713 | 752'734 CHF | 755'221 CHF | 99.27% | 99.27% |
30.04.2024 | 0.32% | 15.55 CHF | 15.60 CHF | 50'000 | 50'000 | 49'792 | 49'792 | 782'514 CHF | 785'005 CHF | 97.88% | 97.88% |
29.04.2024 | 0.32% | 15.75 CHF | 15.80 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 779'354 CHF | 781'833 CHF | 99.27% | 99.27% |
26.04.2024 | 0.32% | 15.65 CHF | 15.70 CHF | 50'000 | 50'000 | 49'871 | 49'871 | 776'158 CHF | 778'653 CHF | 99.09% | 99.09% |