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 | 0.30% | 34.69 CHF | 34.79 CHF | 25'000 | 25'000 | 24'953 | 24'953 | 820'414 CHF | 822'914 CHF | 99.90% | 99.90% |
14.05.2024 | 0.31% | 31.90 CHF | 32.00 CHF | 25'000 | 25'000 | 24'998 | 24'998 | 797'268 CHF | 799'768 CHF | 99.98% | 99.98% |
13.05.2024 | 0.30% | 32.95 CHF | 33.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 819'259 CHF | 821'759 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 31.00 CHF | 31.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 823'321 CHF | 825'821 CHF | 99.56% | 99.56% |
08.05.2024 | 0.31% | 32.29 CHF | 32.39 CHF | 25'000 | 25'000 | 24'999 | 24'999 | 807'612 CHF | 810'112 CHF | 98.96% | 98.96% |
07.05.2024 | 0.30% | 33.80 CHF | 33.90 CHF | 25'000 | 25'000 | 24'977 | 24'977 | 842'861 CHF | 845'361 CHF | 100.00% | 100.00% |
06.05.2024 | 0.29% | 33.10 CHF | 33.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 855'035 CHF | 857'535 CHF | 100.00% | 100.00% |
03.05.2024 | 0.33% | 31.59 CHF | 31.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 756'403 CHF | 758'903 CHF | 99.82% | 99.82% |
02.05.2024 | 0.35% | 29.86 CHF | 29.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 720'706 CHF | 723'206 CHF | 99.95% | 99.95% |
30.04.2024 | 0.31% | 31.35 CHF | 31.45 CHF | 25'000 | 25'000 | 24'983 | 24'983 | 798'856 CHF | 801'356 CHF | 99.97% | 99.97% |