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 | 0.33% | 15.45 CHF | 15.50 CHF | 50'000 | 50'000 | 49'788 | 49'788 | 767'618 CHF | 770'108 CHF | 99.30% | 99.30% |
13.05.2024 | 0.33% | 15.45 CHF | 15.50 CHF | 50'000 | 50'000 | 49'533 | 49'529 | 765'959 CHF | 768'384 CHF | 100.00% | 100.00% |
10.05.2024 | 0.32% | 15.35 CHF | 15.40 CHF | 50'000 | 50'000 | 49'667 | 49'667 | 769'026 CHF | 771'511 CHF | 99.18% | 99.18% |
08.05.2024 | 0.33% | 15.10 CHF | 15.15 CHF | 50'000 | 50'000 | 49'736 | 49'736 | 750'620 CHF | 753'109 CHF | 99.64% | 99.64% |
07.05.2024 | 0.33% | 15.20 CHF | 15.25 CHF | 50'000 | 50'000 | 49'475 | 49'475 | 746'605 CHF | 749'082 CHF | 99.69% | 99.69% |
06.05.2024 | 0.34% | 14.80 CHF | 14.85 CHF | 50'000 | 50'000 | 49'510 | 49'510 | 728'358 CHF | 730'836 CHF | 98.23% | 98.23% |
03.05.2024 | 0.35% | 14.35 CHF | 14.40 CHF | 50'000 | 50'000 | 49'633 | 49'633 | 708'662 CHF | 711'145 CHF | 97.56% | 97.56% |
02.05.2024 | 0.36% | 13.95 CHF | 14.00 CHF | 50'000 | 50'000 | 49'718 | 49'718 | 694'222 CHF | 696'709 CHF | 99.42% | 99.42% |
30.04.2024 | 0.35% | 14.35 CHF | 14.40 CHF | 50'000 | 50'000 | 49'775 | 49'680 | 723'197 CHF | 724'300 CHF | 99.67% | 99.67% |
29.04.2024 | 0.35% | 14.55 CHF | 14.60 CHF | 50'000 | 50'000 | 49'422 | 49'422 | 719'670 CHF | 722'144 CHF | 99.63% | 99.63% |