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% | 18.35 CHF | 18.40 CHF | 50'000 | 50'000 | 49'714 | 49'714 | 910'813 CHF | 913'300 CHF | 99.66% | 99.66% |
07.05.2024 | 0.28% | 18.40 CHF | 18.45 CHF | 50'000 | 50'000 | 49'504 | 49'502 | 906'397 CHF | 908'830 CHF | 99.56% | 99.56% |
06.05.2024 | 0.28% | 18.10 CHF | 18.15 CHF | 50'000 | 50'000 | 49'781 | 49'781 | 897'512 CHF | 900'002 CHF | 97.47% | 97.47% |
03.05.2024 | 0.28% | 17.75 CHF | 17.80 CHF | 50'000 | 50'000 | 49'781 | 49'781 | 878'007 CHF | 880'498 CHF | 97.14% | 97.14% |
02.05.2024 | 0.29% | 17.30 CHF | 17.35 CHF | 50'000 | 50'000 | 49'724 | 49'724 | 859'920 CHF | 862'407 CHF | 99.14% | 99.14% |
30.04.2024 | 0.28% | 17.75 CHF | 17.80 CHF | 50'000 | 50'000 | 49'762 | 49'762 | 888'168 CHF | 890'657 CHF | 99.65% | 99.65% |
29.04.2024 | 0.28% | 17.85 CHF | 17.90 CHF | 50'000 | 50'000 | 49'536 | 49'536 | 885'307 CHF | 887'786 CHF | 99.18% | 99.18% |
26.04.2024 | 0.29% | 17.80 CHF | 17.85 CHF | 50'000 | 50'000 | 49'651 | 49'651 | 875'256 CHF | 877'741 CHF | 99.45% | 99.45% |
25.04.2024 | 0.29% | 17.00 CHF | 17.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 854'961 CHF | 857'461 CHF | 97.04% | 97.04% |
24.04.2024 | 0.29% | 17.45 CHF | 17.50 CHF | 50'000 | 50'000 | 49'792 | 49'792 | 874'887 CHF | 877'378 CHF | 98.67% | 98.67% |