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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.04.2024 | 0.30% | 16.65 CHF | 16.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 839'018 CHF | 841'518 CHF | 98.02% | 98.02% |
24.04.2024 | 0.29% | 17.15 CHF | 17.20 CHF | 50'000 | 50'000 | 49'749 | 49'749 | 858'402 CHF | 860'891 CHF | 99.09% | 99.09% |
23.04.2024 | 0.30% | 16.95 CHF | 17.00 CHF | 50'000 | 50'000 | 49'757 | 49'757 | 829'692 CHF | 832'181 CHF | 98.78% | 98.78% |
22.04.2024 | 0.31% | 16.20 CHF | 16.25 CHF | 50'000 | 50'000 | 49'645 | 49'645 | 814'506 CHF | 816'990 CHF | 99.45% | 99.45% |
19.04.2024 | 0.30% | 16.55 CHF | 16.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 833'618 CHF | 836'118 CHF | 97.53% | 97.53% |
18.04.2024 | 0.29% | 17.20 CHF | 17.25 CHF | 50'000 | 50'000 | 49'569 | 49'569 | 849'960 CHF | 852'441 CHF | 99.43% | 99.43% |
17.04.2024 | 0.29% | 17.40 CHF | 17.45 CHF | 50'000 | 50'000 | 49'517 | 49'517 | 868'070 CHF | 870'548 CHF | 94.25% | 94.25% |
16.04.2024 | 0.29% | 17.55 CHF | 17.60 CHF | 50'000 | 50'000 | 49'833 | 49'833 | 872'471 CHF | 874'964 CHF | 96.78% | 96.78% |
15.04.2024 | 0.28% | 18.10 CHF | 18.15 CHF | 50'000 | 50'000 | 49'626 | 49'626 | 905'791 CHF | 908'274 CHF | 99.06% | 99.06% |
12.04.2024 | 0.27% | 18.10 CHF | 18.15 CHF | 50'000 | 50'000 | 49'422 | 49'422 | 910'511 CHF | 912'985 CHF | 98.81% | 98.81% |