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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.42% | 35.58 CHF | 35.73 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 530'898 CHF | 533'148 CHF | 100.00% | 100.00% |
10.05.2024 | 0.39% | 35.34 CHF | 35.48 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 537'664 CHF | 539'764 CHF | 100.00% | 100.00% |
08.05.2024 | 0.40% | 32.65 CHF | 32.78 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 489'071 CHF | 491'021 CHF | 100.00% | 100.00% |
07.05.2024 | 0.40% | 31.54 CHF | 31.66 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 604'967 CHF | 607'367 CHF | 100.00% | 100.00% |
06.05.2024 | 0.39% | 28.71 CHF | 28.82 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 567'496 CHF | 569'696 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 26.85 CHF | 26.96 CHF | 20'000 | 20'000 | 19'910 | 19'910 | 537'084 CHF | 539'278 CHF | 100.00% | 100.00% |
02.05.2024 | 0.43% | 26.19 CHF | 26.30 CHF | 20'000 | 20'000 | 19'824 | 19'824 | 521'017 CHF | 523'208 CHF | 99.95% | 99.95% |
30.04.2024 | 0.42% | 27.07 CHF | 27.19 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 577'250 CHF | 579'650 CHF | 100.00% | 100.00% |
29.04.2024 | 0.42% | 29.94 CHF | 30.07 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 460'485 CHF | 462'435 CHF | 100.00% | 100.00% |
26.04.2024 | 0.40% | 31.01 CHF | 31.13 CHF | 20'000 | 20'000 | 19'955 | 19'955 | 597'412 CHF | 599'809 CHF | 100.00% | 100.00% |