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% | 20.25 CHF | 20.26 CHF | 45'000 | 45'000 | 20'347 | 20'347 | 414'456 CHF | 414'768 CHF | 99.01% | 99.01% |
14.05.2024 | 0.09% | 20.36 CHF | 20.37 CHF | 45'000 | 45'000 | 20'274 | 20'274 | 413'175 CHF | 413'484 CHF | 99.32% | 99.32% |
13.05.2024 | 0.09% | 20.56 CHF | 20.57 CHF | 45'000 | 45'000 | 19'937 | 19'937 | 413'048 CHF | 413'350 CHF | 99.96% | 99.96% |
10.05.2024 | 0.09% | 20.78 CHF | 20.79 CHF | 44'000 | 44'000 | 19'682 | 19'682 | 414'961 CHF | 415'260 CHF | 99.52% | 99.52% |
08.05.2024 | 0.09% | 20.88 CHF | 20.89 CHF | 44'000 | 44'000 | 19'528 | 19'528 | 407'420 CHF | 407'718 CHF | 98.68% | 98.68% |
07.05.2024 | 0.09% | 21.08 CHF | 21.09 CHF | 44'000 | 44'000 | 19'720 | 19'720 | 413'002 CHF | 413'302 CHF | 99.44% | 99.44% |
06.05.2024 | 0.09% | 20.63 CHF | 20.64 CHF | 45'000 | 45'000 | 20'423 | 20'423 | 418'332 CHF | 418'644 CHF | 99.56% | 99.56% |
03.05.2024 | 0.09% | 20.47 CHF | 20.48 CHF | 45'000 | 45'000 | 20'156 | 20'156 | 411'822 CHF | 412'130 CHF | 97.97% | 97.97% |
02.05.2024 | 0.09% | 20.01 CHF | 20.02 CHF | 45'000 | 45'000 | 20'212 | 20'212 | 401'006 CHF | 401'320 CHF | 96.70% | 96.70% |
30.04.2024 | 0.09% | 19.58 CHF | 19.59 CHF | 46'000 | 46'000 | 20'696 | 20'696 | 411'839 CHF | 412'153 CHF | 99.02% | 99.02% |