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 | 0.09% | 20.77 CHF | 20.78 CHF | 45'000 | 45'000 | 20'457 | 20'457 | 427'286 CHF | 427'597 CHF | 99.99% | 99.99% |
14.05.2024 | 0.09% | 20.88 CHF | 20.89 CHF | 45'000 | 45'000 | 20'335 | 20'335 | 425'038 CHF | 425'348 CHF | 100.00% | 100.00% |
13.05.2024 | 0.08% | 21.08 CHF | 21.09 CHF | 45'000 | 45'000 | 19'951 | 19'951 | 423'741 CHF | 424'042 CHF | 100.00% | 100.00% |
10.05.2024 | 0.08% | 21.31 CHF | 21.32 CHF | 44'000 | 44'000 | 19'764 | 19'764 | 427'044 CHF | 427'344 CHF | 99.94% | 99.94% |
08.05.2024 | 0.08% | 21.40 CHF | 21.41 CHF | 44'000 | 44'000 | 19'537 | 19'537 | 417'844 CHF | 418'142 CHF | 98.97% | 98.97% |
07.05.2024 | 0.08% | 21.60 CHF | 21.61 CHF | 44'000 | 44'000 | 19'775 | 19'775 | 424'501 CHF | 424'801 CHF | 99.67% | 99.67% |
06.05.2024 | 0.09% | 21.15 CHF | 21.16 CHF | 45'000 | 45'000 | 20'525 | 20'525 | 431'050 CHF | 431'363 CHF | 99.98% | 99.98% |
03.05.2024 | 0.09% | 20.99 CHF | 21.00 CHF | 45'000 | 45'000 | 20'400 | 20'400 | 427'461 CHF | 427'771 CHF | 99.05% | 99.05% |
02.05.2024 | 0.09% | 20.53 CHF | 20.54 CHF | 45'000 | 45'000 | 20'856 | 20'856 | 424'645 CHF | 424'963 CHF | 99.38% | 99.38% |
30.04.2024 | 0.09% | 20.11 CHF | 20.12 CHF | 46'000 | 46'000 | 20'690 | 20'690 | 422'558 CHF | 422'873 CHF | 99.46% | 99.46% |