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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.27% | 18.60 CHF | 18.65 CHF | 50'000 | 50'000 | 49'714 | 49'714 | 923'512 CHF | 925'999 CHF | 99.65% | 99.65% |
07.05.2024 | 0.27% | 18.65 CHF | 18.70 CHF | 50'000 | 50'000 | 49'924 | 49'924 | 926'928 CHF | 929'425 CHF | 98.64% | 98.64% |
06.05.2024 | 0.27% | 18.35 CHF | 18.40 CHF | 50'000 | 50'000 | 49'730 | 49'730 | 909'439 CHF | 911'927 CHF | 97.88% | 97.88% |
03.05.2024 | 0.28% | 18.00 CHF | 18.05 CHF | 50'000 | 50'000 | 49'780 | 49'780 | 890'597 CHF | 893'087 CHF | 96.92% | 96.92% |
02.05.2024 | 0.29% | 17.55 CHF | 17.60 CHF | 50'000 | 50'000 | 49'722 | 49'722 | 872'792 CHF | 875'280 CHF | 98.72% | 98.72% |
30.04.2024 | 0.28% | 18.00 CHF | 18.05 CHF | 50'000 | 50'000 | 49'772 | 49'772 | 901'124 CHF | 903'614 CHF | 99.61% | 99.61% |
29.04.2024 | 0.28% | 18.10 CHF | 18.15 CHF | 50'000 | 50'000 | 49'537 | 49'537 | 898'045 CHF | 900'524 CHF | 98.98% | 98.98% |
26.04.2024 | 0.28% | 18.10 CHF | 18.15 CHF | 50'000 | 50'000 | 49'881 | 49'881 | 892'069 CHF | 894'564 CHF | 99.02% | 99.02% |
25.04.2024 | 0.29% | 17.25 CHF | 17.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 867'777 CHF | 870'277 CHF | 96.86% | 96.86% |
24.04.2024 | 0.28% | 17.75 CHF | 17.80 CHF | 50'000 | 50'000 | 49'751 | 49'751 | 886'872 CHF | 889'361 CHF | 98.98% | 98.98% |