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% | 19.28 CHF | 19.29 CHF | 45'000 | 45'000 | 20'348 | 20'348 | 394'659 CHF | 394'971 CHF | 98.92% | 98.92% |
14.05.2024 | 0.09% | 19.38 CHF | 19.39 CHF | 45'000 | 45'000 | 20'290 | 20'290 | 393'736 CHF | 394'045 CHF | 99.28% | 99.28% |
13.05.2024 | 0.09% | 19.59 CHF | 19.60 CHF | 45'000 | 45'000 | 19'933 | 19'933 | 393'554 CHF | 393'856 CHF | 99.94% | 99.94% |
10.05.2024 | 0.09% | 19.81 CHF | 19.82 CHF | 44'000 | 44'000 | 19'690 | 19'690 | 395'979 CHF | 396'278 CHF | 99.55% | 99.55% |
08.05.2024 | 0.09% | 19.91 CHF | 19.92 CHF | 44'000 | 44'000 | 19'521 | 19'521 | 388'272 CHF | 388'571 CHF | 98.67% | 98.67% |
07.05.2024 | 0.09% | 20.10 CHF | 20.11 CHF | 44'000 | 44'000 | 19'708 | 19'708 | 393'587 CHF | 393'886 CHF | 99.39% | 99.39% |
06.05.2024 | 0.09% | 19.66 CHF | 19.67 CHF | 45'000 | 45'000 | 20'423 | 20'423 | 398'520 CHF | 398'833 CHF | 99.56% | 99.56% |
03.05.2024 | 0.09% | 19.50 CHF | 19.51 CHF | 45'000 | 45'000 | 20'152 | 20'152 | 392'169 CHF | 392'478 CHF | 97.88% | 97.88% |
02.05.2024 | 0.10% | 19.03 CHF | 19.04 CHF | 45'000 | 45'000 | 20'227 | 20'227 | 381'521 CHF | 381'836 CHF | 96.72% | 96.72% |
30.04.2024 | 0.09% | 18.60 CHF | 18.61 CHF | 46'000 | 46'000 | 20'693 | 20'693 | 391'553 CHF | 391'867 CHF | 99.06% | 99.06% |