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 | 0.10% | 18.70 CHF | 18.71 CHF | 45'000 | 45'000 | 20'451 | 20'451 | 384'717 CHF | 385'029 CHF | 99.99% | 99.99% |
14.05.2024 | 0.10% | 18.80 CHF | 18.81 CHF | 45'000 | 45'000 | 20'334 | 20'334 | 382'706 CHF | 383'015 CHF | 99.97% | 99.97% |
13.05.2024 | 0.09% | 19.01 CHF | 19.02 CHF | 45'000 | 45'000 | 19'948 | 19'948 | 382'257 CHF | 382'559 CHF | 100.00% | 100.00% |
10.05.2024 | 0.09% | 19.23 CHF | 19.24 CHF | 44'000 | 44'000 | 19'768 | 19'768 | 386'042 CHF | 386'342 CHF | 99.96% | 99.96% |
08.05.2024 | 0.09% | 19.32 CHF | 19.33 CHF | 44'000 | 44'000 | 19'538 | 19'538 | 377'205 CHF | 377'503 CHF | 98.97% | 98.97% |
07.05.2024 | 0.09% | 19.52 CHF | 19.53 CHF | 44'000 | 44'000 | 19'775 | 19'775 | 383'443 CHF | 383'743 CHF | 99.67% | 99.67% |
06.05.2024 | 0.10% | 19.08 CHF | 19.09 CHF | 45'000 | 45'000 | 20'524 | 20'524 | 388'547 CHF | 388'859 CHF | 99.98% | 99.98% |
03.05.2024 | 0.10% | 18.92 CHF | 18.93 CHF | 45'000 | 45'000 | 20'418 | 20'418 | 385'525 CHF | 385'834 CHF | 98.87% | 98.87% |
02.05.2024 | 0.10% | 18.44 CHF | 18.45 CHF | 45'000 | 45'000 | 20'855 | 20'855 | 381'116 CHF | 381'434 CHF | 99.38% | 99.38% |
30.04.2024 | 0.10% | 18.01 CHF | 18.02 CHF | 46'000 | 46'000 | 20'689 | 20'689 | 379'325 CHF | 379'639 CHF | 99.46% | 99.46% |