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 | 0.31% | 16.80 CHF | 16.85 CHF | 50'000 | 50'000 | 49'571 | 49'571 | 817'251 CHF | 819'732 CHF | 99.92% | 99.92% |
14.05.2024 | 0.31% | 16.30 CHF | 16.35 CHF | 50'000 | 50'000 | 49'857 | 49'857 | 809'887 CHF | 812'381 CHF | 99.12% | 99.12% |
13.05.2024 | 0.31% | 16.25 CHF | 16.30 CHF | 50'000 | 50'000 | 49'533 | 49'529 | 806'695 CHF | 809'118 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 16.20 CHF | 16.25 CHF | 50'000 | 50'000 | 49'767 | 49'767 | 811'351 CHF | 813'841 CHF | 99.19% | 99.19% |
08.05.2024 | 0.32% | 15.95 CHF | 16.00 CHF | 50'000 | 50'000 | 49'707 | 49'707 | 790'957 CHF | 793'444 CHF | 99.70% | 99.70% |
07.05.2024 | 0.31% | 16.00 CHF | 16.05 CHF | 50'000 | 50'000 | 49'915 | 49'915 | 794'317 CHF | 796'813 CHF | 98.67% | 98.67% |
06.05.2024 | 0.32% | 15.65 CHF | 15.70 CHF | 50'000 | 50'000 | 49'768 | 49'768 | 773'094 CHF | 775'584 CHF | 97.65% | 97.65% |
03.05.2024 | 0.33% | 15.15 CHF | 15.20 CHF | 50'000 | 50'000 | 49'491 | 49'491 | 747'029 CHF | 749'507 CHF | 97.77% | 97.77% |
02.05.2024 | 0.34% | 14.75 CHF | 14.80 CHF | 50'000 | 50'000 | 49'720 | 49'720 | 735'342 CHF | 737'830 CHF | 98.97% | 98.97% |
30.04.2024 | 0.33% | 15.20 CHF | 15.25 CHF | 50'000 | 50'000 | 49'823 | 49'823 | 765'405 CHF | 767'897 CHF | 99.11% | 99.11% |