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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 0.12% | 16.94 CHF | 16.96 CHF | 57'200 | 57'200 | 57'200 | 57'200 | 965'521 CHF | 966'665 CHF | 99.52% | 99.52% |
30.04.2024 | 0.11% | 17.54 CHF | 17.56 CHF | 54'100 | 54'100 | 54'071 | 54'071 | 1'016'010 CHF | 1'017'100 CHF | 99.99% | 99.99% |
29.04.2024 | 0.10% | 19.09 CHF | 19.11 CHF | 52'800 | 52'800 | 52'792 | 52'792 | 1'030'090 CHF | 1'031'150 CHF | 99.58% | 99.58% |
26.04.2024 | 0.11% | 19.48 CHF | 19.50 CHF | 56'400 | 56'400 | 56'400 | 56'400 | 1'062'250 CHF | 1'063'380 CHF | 99.10% | 99.10% |
25.04.2024 | 0.11% | 18.15 CHF | 18.17 CHF | 52'600 | 52'600 | 52'597 | 52'597 | 958'437 CHF | 959'489 CHF | 99.98% | 99.98% |
24.04.2024 | 0.10% | 19.33 CHF | 19.35 CHF | 51'900 | 51'900 | 51'883 | 51'883 | 1'042'220 CHF | 1'043'260 CHF | 100.00% | 100.00% |
23.04.2024 | 0.10% | 19.75 CHF | 19.77 CHF | 55'500 | 55'500 | 55'496 | 55'496 | 1'066'190 CHF | 1'067'300 CHF | 100.00% | 100.00% |
22.04.2024 | 0.11% | 18.22 CHF | 18.24 CHF | 57'000 | 57'000 | 56'987 | 56'987 | 1'036'210 CHF | 1'037'350 CHF | 100.00% | 100.00% |
19.04.2024 | 0.12% | 17.80 CHF | 17.82 CHF | 56'900 | 56'900 | 56'900 | 56'900 | 982'286 CHF | 983'424 CHF | 99.96% | 99.96% |
18.04.2024 | 0.11% | 17.92 CHF | 17.94 CHF | 58'900 | 58'900 | 58'900 | 58'900 | 1'036'060 CHF | 1'037'240 CHF | 99.63% | 99.63% |