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 | 0.08% | 23.01 CHF | 23.02 CHF | 45'000 | 45'000 | 20'344 | 20'344 | 470'572 CHF | 470'884 CHF | 98.90% | 98.90% |
14.05.2024 | 0.08% | 23.12 CHF | 23.13 CHF | 45'000 | 45'000 | 20'279 | 20'279 | 469'414 CHF | 469'723 CHF | 99.30% | 99.30% |
13.05.2024 | 0.08% | 23.33 CHF | 23.34 CHF | 45'000 | 45'000 | 19'938 | 19'938 | 468'170 CHF | 468'472 CHF | 99.96% | 99.96% |
10.05.2024 | 0.08% | 23.55 CHF | 23.56 CHF | 44'000 | 44'000 | 19'672 | 19'672 | 469'159 CHF | 469'458 CHF | 99.47% | 99.47% |
08.05.2024 | 0.08% | 23.65 CHF | 23.66 CHF | 44'000 | 44'000 | 19'531 | 19'531 | 461'562 CHF | 461'860 CHF | 98.57% | 98.57% |
07.05.2024 | 0.08% | 23.84 CHF | 23.85 CHF | 44'000 | 44'000 | 19'696 | 19'696 | 466'910 CHF | 467'209 CHF | 99.34% | 99.34% |
06.05.2024 | 0.08% | 23.38 CHF | 23.39 CHF | 45'000 | 45'000 | 20'406 | 20'406 | 474'217 CHF | 474'529 CHF | 99.48% | 99.48% |
03.05.2024 | 0.08% | 23.22 CHF | 23.23 CHF | 45'000 | 45'000 | 20'131 | 20'131 | 466'808 CHF | 467'116 CHF | 97.79% | 97.79% |
02.05.2024 | 0.08% | 22.78 CHF | 22.79 CHF | 45'000 | 45'000 | 20'195 | 20'195 | 456'723 CHF | 457'038 CHF | 96.63% | 96.63% |
30.04.2024 | 0.08% | 22.38 CHF | 22.39 CHF | 46'000 | 46'000 | 20'690 | 20'690 | 469'216 CHF | 469'530 CHF | 99.04% | 99.04% |