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 | 0.27% | 18.90 CHF | 18.95 CHF | 20'000 | 20'000 | 19'815 | 19'815 | 373'708 CHF | 374'699 CHF | 96.99% | 96.99% |
15.05.2024 | 0.26% | 19.70 CHF | 19.75 CHF | 21'000 | 21'000 | 20'803 | 20'803 | 411'315 CHF | 412'356 CHF | 100.00% | 100.00% |
14.05.2024 | 0.25% | 20.05 CHF | 20.10 CHF | 21'000 | 21'000 | 21'142 | 21'142 | 425'682 CHF | 426'740 CHF | 98.73% | 98.73% |
13.05.2024 | 0.25% | 19.70 CHF | 19.75 CHF | 21'000 | 21'000 | 20'803 | 20'803 | 412'002 CHF | 413'043 CHF | 100.00% | 100.00% |
10.05.2024 | 0.25% | 19.95 CHF | 20.00 CHF | 21'000 | 21'000 | 20'893 | 20'893 | 415'226 CHF | 416'271 CHF | 99.34% | 99.34% |
08.05.2024 | 0.25% | 20.25 CHF | 20.30 CHF | 21'000 | 21'000 | 21'503 | 21'503 | 435'810 CHF | 436'885 CHF | 99.23% | 99.23% |
07.05.2024 | 0.25% | 20.30 CHF | 20.35 CHF | 22'000 | 22'000 | 21'761 | 21'761 | 445'232 CHF | 446'322 CHF | 99.71% | 99.71% |
06.05.2024 | 0.25% | 20.60 CHF | 20.65 CHF | 22'000 | 22'000 | 21'696 | 21'696 | 447'425 CHF | 448'511 CHF | 83.64% | 98.48% |
03.05.2024 | 0.24% | 20.80 CHF | 20.85 CHF | 22'000 | 22'000 | 21'919 | 21'919 | 458'502 CHF | 459'599 CHF | 98.37% | 98.37% |
02.05.2024 | 0.24% | 21.10 CHF | 21.15 CHF | 22'000 | 22'000 | 21'888 | 21'888 | 451'992 CHF | 453'087 CHF | 99.25% | 99.25% |