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% | 16.70 CHF | 16.75 CHF | 5'000 | 5'000 | 4'968 | 4'968 | 82'700 CHF | 82'949 CHF | 99.73% | 99.73% |
07.05.2024 | 0.30% | 16.75 CHF | 16.80 CHF | 5'000 | 5'000 | 4'950 | 4'950 | 82'355 CHF | 82'603 CHF | 99.76% | 99.76% |
06.05.2024 | 0.31% | 16.45 CHF | 16.50 CHF | 5'000 | 5'000 | 4'951 | 4'951 | 80'985 CHF | 81'233 CHF | 98.51% | 98.51% |
03.05.2024 | 0.31% | 16.10 CHF | 16.15 CHF | 5'000 | 5'000 | 4'977 | 4'977 | 79'455 CHF | 79'704 CHF | 96.35% | 96.35% |
02.05.2024 | 0.32% | 15.60 CHF | 15.65 CHF | 5'000 | 5'000 | 4'969 | 4'969 | 77'574 CHF | 77'822 CHF | 99.51% | 99.51% |
30.04.2024 | 0.31% | 16.05 CHF | 16.10 CHF | 5'000 | 5'000 | 4'979 | 4'972 | 80'482 CHF | 80'612 CHF | 99.19% | 99.19% |
29.04.2024 | 0.31% | 16.15 CHF | 16.20 CHF | 5'000 | 5'000 | 4'944 | 4'944 | 80'063 CHF | 80'310 CHF | 99.59% | 99.59% |
26.04.2024 | 0.31% | 16.15 CHF | 16.20 CHF | 5'000 | 5'000 | 4'991 | 4'991 | 79'596 CHF | 79'846 CHF | 98.91% | 98.91% |
25.04.2024 | 0.33% | 15.30 CHF | 15.35 CHF | 5'000 | 5'000 | 4'942 | 4'942 | 76'171 CHF | 76'414 CHF | 98.27% | 98.27% |
24.04.2024 | 0.32% | 15.80 CHF | 15.85 CHF | 5'000 | 5'000 | 4'949 | 4'949 | 78'627 CHF | 78'872 CHF | 99.65% | 99.65% |