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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.10% | 17.40 CHF | 17.41 CHF | 45'000 | 45'000 | 20'354 | 20'354 | 356'469 CHF | 356'780 CHF | 98.93% | 98.93% |
14.05.2024 | 0.10% | 17.50 CHF | 17.51 CHF | 45'000 | 45'000 | 20'281 | 20'281 | 355'293 CHF | 355'602 CHF | 99.30% | 99.30% |
13.05.2024 | 0.10% | 17.70 CHF | 17.71 CHF | 45'000 | 45'000 | 19'935 | 19'935 | 356'029 CHF | 356'331 CHF | 99.93% | 99.93% |
10.05.2024 | 0.10% | 17.93 CHF | 17.94 CHF | 44'000 | 44'000 | 19'683 | 19'683 | 358'742 CHF | 359'041 CHF | 99.52% | 99.52% |
08.05.2024 | 0.10% | 18.02 CHF | 18.03 CHF | 44'000 | 44'000 | 19'530 | 19'530 | 351'574 CHF | 351'872 CHF | 98.65% | 98.65% |
07.05.2024 | 0.10% | 18.22 CHF | 18.23 CHF | 44'000 | 44'000 | 19'724 | 19'724 | 356'748 CHF | 357'047 CHF | 99.46% | 99.46% |
06.05.2024 | 0.10% | 17.78 CHF | 17.79 CHF | 45'000 | 45'000 | 20'420 | 20'420 | 360'094 CHF | 360'406 CHF | 99.54% | 99.54% |
03.05.2024 | 0.10% | 17.62 CHF | 17.63 CHF | 45'000 | 45'000 | 20'173 | 20'173 | 354'680 CHF | 354'988 CHF | 97.85% | 97.85% |
02.05.2024 | 0.11% | 17.13 CHF | 17.14 CHF | 45'000 | 45'000 | 20'279 | 20'279 | 344'125 CHF | 344'440 CHF | 96.97% | 96.97% |
30.04.2024 | 0.10% | 16.70 CHF | 16.71 CHF | 46'000 | 46'000 | 20'695 | 20'695 | 352'410 CHF | 352'724 CHF | 99.05% | 99.05% |