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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.55% | 27.40 CHF | 27.55 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 548'891 CHF | 551'891 CHF | 99.37% | 99.37% |
15.05.2024 | 0.54% | 27.60 CHF | 27.75 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 550'192 CHF | 553'192 CHF | 99.37% | 99.37% |
14.05.2024 | 0.55% | 27.30 CHF | 27.45 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 541'973 CHF | 544'973 CHF | 99.38% | 99.38% |
13.05.2024 | 0.55% | 27.10 CHF | 27.25 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 542'785 CHF | 545'785 CHF | 98.65% | 98.65% |
10.05.2024 | 0.56% | 26.80 CHF | 26.95 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 532'011 CHF | 535'011 CHF | 99.37% | 99.37% |
08.05.2024 | 0.57% | 26.30 CHF | 26.45 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 528'450 CHF | 531'450 CHF | 99.38% | 99.38% |
07.05.2024 | 0.55% | 26.95 CHF | 27.10 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 541'881 CHF | 544'881 CHF | 99.38% | 99.38% |
06.05.2024 | 0.40% | 24.95 CHF | 25.05 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 495'811 CHF | 497'814 CHF | 99.38% | 99.38% |
03.05.2024 | 0.41% | 24.55 CHF | 24.65 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 489'388 CHF | 491'388 CHF | 99.37% | 99.37% |
02.05.2024 | 0.41% | 24.25 CHF | 24.35 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 486'487 CHF | 488'487 CHF | 99.37% | 99.37% |