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% | 18.33 CHF | 18.34 CHF | 45'000 | 45'000 | 20'342 | 20'342 | 375'150 CHF | 375'461 CHF | 99.06% | 99.06% |
14.05.2024 | 0.10% | 18.43 CHF | 18.44 CHF | 45'000 | 45'000 | 20'276 | 20'276 | 374'089 CHF | 374'397 CHF | 99.33% | 99.33% |
13.05.2024 | 0.10% | 18.63 CHF | 18.64 CHF | 45'000 | 45'000 | 19'942 | 19'942 | 374'696 CHF | 374'998 CHF | 99.98% | 99.98% |
10.05.2024 | 0.09% | 18.86 CHF | 18.87 CHF | 44'000 | 44'000 | 19'698 | 19'698 | 377'302 CHF | 377'602 CHF | 99.58% | 99.58% |
08.05.2024 | 0.10% | 18.95 CHF | 18.96 CHF | 44'000 | 44'000 | 19'524 | 19'524 | 369'625 CHF | 369'923 CHF | 98.62% | 98.62% |
07.05.2024 | 0.10% | 19.15 CHF | 19.16 CHF | 44'000 | 44'000 | 19'729 | 19'729 | 375'155 CHF | 375'454 CHF | 99.48% | 99.48% |
06.05.2024 | 0.10% | 18.70 CHF | 18.71 CHF | 45'000 | 45'000 | 20'419 | 20'419 | 378'982 CHF | 379'294 CHF | 99.54% | 99.54% |
03.05.2024 | 0.10% | 18.55 CHF | 18.56 CHF | 45'000 | 45'000 | 20'156 | 20'156 | 373'048 CHF | 373'356 CHF | 97.71% | 97.71% |
02.05.2024 | 0.10% | 18.07 CHF | 18.08 CHF | 45'000 | 45'000 | 20'220 | 20'220 | 361'978 CHF | 362'293 CHF | 96.69% | 96.69% |
30.04.2024 | 0.10% | 17.64 CHF | 17.65 CHF | 46'000 | 46'000 | 20'696 | 20'696 | 371'708 CHF | 372'022 CHF | 99.07% | 99.07% |