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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.05.2024 | 0.17% | 17.46 CHF | 17.49 CHF | 37'000 | 37'000 | 37'000 | 37'000 | 649'100 CHF | 650'210 CHF | 99.83% | 99.83% |
02.05.2024 | 0.18% | 16.98 CHF | 17.01 CHF | 35'500 | 35'500 | 35'500 | 35'500 | 605'908 CHF | 606'973 CHF | 99.53% | 99.53% |
30.04.2024 | 0.16% | 17.52 CHF | 17.55 CHF | 32'700 | 32'700 | 32'683 | 32'683 | 611'206 CHF | 612'197 CHF | 99.99% | 99.99% |
29.04.2024 | 0.20% | 19.38 CHF | 19.42 CHF | 31'600 | 31'600 | 31'595 | 31'595 | 627'529 CHF | 628'793 CHF | 99.61% | 99.61% |
26.04.2024 | 0.15% | 20.04 CHF | 20.07 CHF | 35'100 | 35'100 | 35'100 | 35'100 | 679'403 CHF | 680'456 CHF | 99.60% | 99.60% |
25.04.2024 | 0.22% | 17.91 CHF | 17.95 CHF | 32'600 | 32'600 | 32'600 | 32'600 | 592'938 CHF | 594'242 CHF | 99.94% | 99.94% |
24.04.2024 | 0.20% | 19.22 CHF | 19.26 CHF | 31'900 | 31'900 | 31'885 | 31'885 | 648'522 CHF | 649'798 CHF | 99.99% | 99.99% |
23.04.2024 | 0.16% | 19.86 CHF | 19.89 CHF | 35'300 | 35'300 | 35'296 | 35'296 | 673'629 CHF | 674'688 CHF | 99.99% | 99.99% |
22.04.2024 | 0.17% | 17.51 CHF | 17.54 CHF | 36'800 | 36'800 | 36'792 | 36'792 | 643'537 CHF | 644'641 CHF | 100.00% | 100.00% |
19.04.2024 | 0.18% | 16.93 CHF | 16.96 CHF | 35'800 | 35'800 | 35'800 | 35'800 | 596'333 CHF | 597'407 CHF | 99.94% | 99.94% |