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% | 17.67 CHF | 17.68 CHF | 45'000 | 45'000 | 20'457 | 20'457 | 363'686 CHF | 363'998 CHF | 99.99% | 99.99% |
14.05.2024 | 0.10% | 17.77 CHF | 17.78 CHF | 45'000 | 45'000 | 20'335 | 20'335 | 361'694 CHF | 362'003 CHF | 100.00% | 100.00% |
13.05.2024 | 0.10% | 17.97 CHF | 17.98 CHF | 45'000 | 45'000 | 19'950 | 19'950 | 361'686 CHF | 361'988 CHF | 100.00% | 100.00% |
10.05.2024 | 0.10% | 18.20 CHF | 18.21 CHF | 44'000 | 44'000 | 19'765 | 19'765 | 365'538 CHF | 365'838 CHF | 99.94% | 99.94% |
08.05.2024 | 0.10% | 18.29 CHF | 18.30 CHF | 44'000 | 44'000 | 19'534 | 19'534 | 356'897 CHF | 357'196 CHF | 99.04% | 99.04% |
07.05.2024 | 0.10% | 18.49 CHF | 18.50 CHF | 44'000 | 44'000 | 19'774 | 19'774 | 363'013 CHF | 363'313 CHF | 99.67% | 99.67% |
06.05.2024 | 0.10% | 18.04 CHF | 18.05 CHF | 45'000 | 45'000 | 20'525 | 20'525 | 367'423 CHF | 367'736 CHF | 99.98% | 99.98% |
03.05.2024 | 0.10% | 17.89 CHF | 17.90 CHF | 45'000 | 45'000 | 20'421 | 20'421 | 364'538 CHF | 364'848 CHF | 98.86% | 98.86% |
02.05.2024 | 0.10% | 17.40 CHF | 17.41 CHF | 45'000 | 45'000 | 20'855 | 20'855 | 359'459 CHF | 359'778 CHF | 99.37% | 99.37% |
30.04.2024 | 0.10% | 16.97 CHF | 16.98 CHF | 46'000 | 46'000 | 20'690 | 20'690 | 357'868 CHF | 358'183 CHF | 99.46% | 99.46% |