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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.04.2024 | 0.28% | 17.95 CHF | 18.00 CHF | 50'000 | 50'000 | 49'785 | 49'709 | 898'433 CHF | 899'552 CHF | 99.40% | 99.40% |
29.04.2024 | 0.28% | 18.00 CHF | 18.05 CHF | 50'000 | 50'000 | 49'447 | 49'444 | 893'511 CHF | 895'945 CHF | 99.11% | 99.11% |
26.04.2024 | 0.28% | 18.00 CHF | 18.05 CHF | 50'000 | 50'000 | 49'625 | 49'625 | 884'614 CHF | 887'098 CHF | 99.48% | 99.48% |
25.04.2024 | 0.29% | 17.20 CHF | 17.25 CHF | 50'000 | 50'000 | 49'431 | 49'429 | 854'980 CHF | 857'418 CHF | 99.63% | 99.63% |
24.04.2024 | 0.28% | 17.65 CHF | 17.70 CHF | 50'000 | 50'000 | 49'503 | 49'502 | 879'633 CHF | 882'078 CHF | 99.50% | 99.50% |
23.04.2024 | 0.29% | 17.45 CHF | 17.50 CHF | 50'000 | 50'000 | 49'520 | 49'518 | 851'166 CHF | 853'607 CHF | 99.19% | 99.19% |
22.04.2024 | 0.30% | 16.75 CHF | 16.80 CHF | 50'000 | 50'000 | 49'546 | 49'546 | 838'209 CHF | 840'689 CHF | 98.64% | 98.64% |
19.04.2024 | 0.29% | 17.05 CHF | 17.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 859'084 CHF | 861'584 CHF | 98.57% | 98.57% |
18.04.2024 | 0.29% | 17.75 CHF | 17.80 CHF | 50'000 | 50'000 | 49'564 | 49'564 | 875'211 CHF | 877'691 CHF | 99.03% | 99.03% |
17.04.2024 | 0.28% | 17.90 CHF | 17.95 CHF | 50'000 | 50'000 | 49'517 | 49'517 | 893'358 CHF | 895'837 CHF | 95.93% | 95.93% |