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 | 0.07% | 26.18 CHF | 26.19 CHF | 45'000 | 45'000 | 20'326 | 20'326 | 534'623 CHF | 534'934 CHF | 98.96% | 98.96% |
14.05.2024 | 0.07% | 26.30 CHF | 26.31 CHF | 45'000 | 45'000 | 20'281 | 20'281 | 533'907 CHF | 534'216 CHF | 99.25% | 99.25% |
13.05.2024 | 0.07% | 26.51 CHF | 26.52 CHF | 45'000 | 45'000 | 19'939 | 19'939 | 531'506 CHF | 531'808 CHF | 99.97% | 99.97% |
10.05.2024 | 0.07% | 26.72 CHF | 26.73 CHF | 44'000 | 44'000 | 19'668 | 19'668 | 531'506 CHF | 531'806 CHF | 99.46% | 99.46% |
08.05.2024 | 0.07% | 26.83 CHF | 26.84 CHF | 44'000 | 44'000 | 19'524 | 19'524 | 523'460 CHF | 523'758 CHF | 98.55% | 98.55% |
07.05.2024 | 0.07% | 27.01 CHF | 27.02 CHF | 44'000 | 44'000 | 19'695 | 19'695 | 529'375 CHF | 529'674 CHF | 99.34% | 99.34% |
06.05.2024 | 0.07% | 26.55 CHF | 26.56 CHF | 45'000 | 45'000 | 20'419 | 20'419 | 539'148 CHF | 539'460 CHF | 99.54% | 99.54% |
03.05.2024 | 0.07% | 26.38 CHF | 26.39 CHF | 45'000 | 45'000 | 20'123 | 20'123 | 530'328 CHF | 530'636 CHF | 97.72% | 97.72% |
02.05.2024 | 0.07% | 25.97 CHF | 25.98 CHF | 45'000 | 45'000 | 20'095 | 20'095 | 518'529 CHF | 518'843 CHF | 96.21% | 96.21% |
30.04.2024 | 0.07% | 25.58 CHF | 25.59 CHF | 46'000 | 46'000 | 20'690 | 20'690 | 535'245 CHF | 535'560 CHF | 99.04% | 99.04% |