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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 0.29% | 17.20 CHF | 17.25 CHF | 50'000 | 50'000 | 49'795 | 49'795 | 857'416 CHF | 859'907 CHF | 99.27% | 99.27% |
30.04.2024 | 0.29% | 17.30 CHF | 17.35 CHF | 50'000 | 50'000 | 49'743 | 49'743 | 869'137 CHF | 871'626 CHF | 99.23% | 99.23% |
29.04.2024 | 0.28% | 17.60 CHF | 17.65 CHF | 50'000 | 50'000 | 49'620 | 49'620 | 877'029 CHF | 879'512 CHF | 99.64% | 99.64% |
26.04.2024 | 0.29% | 17.70 CHF | 17.75 CHF | 50'000 | 50'000 | 49'616 | 49'616 | 870'621 CHF | 873'104 CHF | 99.43% | 99.43% |
25.04.2024 | 0.29% | 17.25 CHF | 17.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 865'627 CHF | 868'127 CHF | 97.62% | 97.62% |
24.04.2024 | 0.28% | 17.50 CHF | 17.55 CHF | 50'000 | 50'000 | 49'842 | 49'842 | 882'776 CHF | 885'269 CHF | 99.28% | 99.28% |
23.04.2024 | 0.29% | 17.60 CHF | 17.65 CHF | 50'000 | 50'000 | 49'773 | 49'773 | 864'934 CHF | 867'424 CHF | 99.46% | 99.46% |
22.04.2024 | 0.30% | 17.00 CHF | 17.05 CHF | 50'000 | 50'000 | 49'566 | 49'566 | 840'115 CHF | 842'596 CHF | 98.66% | 98.66% |
19.04.2024 | 0.30% | 16.80 CHF | 16.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 834'373 CHF | 836'873 CHF | 98.54% | 98.54% |
18.04.2024 | 0.30% | 17.00 CHF | 17.05 CHF | 50'000 | 50'000 | 49'617 | 49'617 | 837'233 CHF | 839'716 CHF | 99.21% | 99.21% |