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 | 0.30% | 16.85 CHF | 16.90 CHF | 5'000 | 5'000 | 4'970 | 4'970 | 83'534 CHF | 83'783 CHF | 99.69% | 99.69% |
07.05.2024 | 0.30% | 16.90 CHF | 16.95 CHF | 5'000 | 5'000 | 4'950 | 4'950 | 83'147 CHF | 83'395 CHF | 99.60% | 99.60% |
06.05.2024 | 0.31% | 16.60 CHF | 16.65 CHF | 5'000 | 5'000 | 4'951 | 4'951 | 81'770 CHF | 82'018 CHF | 98.39% | 98.39% |
03.05.2024 | 0.31% | 16.25 CHF | 16.30 CHF | 5'000 | 5'000 | 4'979 | 4'979 | 80'315 CHF | 80'564 CHF | 96.79% | 96.79% |
02.05.2024 | 0.32% | 15.75 CHF | 15.80 CHF | 5'000 | 5'000 | 4'965 | 4'965 | 78'323 CHF | 78'571 CHF | 99.59% | 99.59% |
30.04.2024 | 0.31% | 16.20 CHF | 16.25 CHF | 5'000 | 5'000 | 4'978 | 4'970 | 81'291 CHF | 81'405 CHF | 99.56% | 99.56% |
29.04.2024 | 0.31% | 16.30 CHF | 16.35 CHF | 5'000 | 5'000 | 4'944 | 4'944 | 80'865 CHF | 81'113 CHF | 99.47% | 99.47% |
26.04.2024 | 0.31% | 16.30 CHF | 16.35 CHF | 5'000 | 5'000 | 4'991 | 4'991 | 80'417 CHF | 80'666 CHF | 98.82% | 98.82% |
25.04.2024 | 0.32% | 15.45 CHF | 15.50 CHF | 5'000 | 5'000 | 4'942 | 4'941 | 76'982 CHF | 77'226 CHF | 99.03% | 99.03% |
24.04.2024 | 0.31% | 15.95 CHF | 16.00 CHF | 5'000 | 5'000 | 4'950 | 4'950 | 79'452 CHF | 79'697 CHF | 99.56% | 99.56% |