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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.20% | 25.65 CHF | 25.70 CHF | 30'000 | 30'000 | 29'857 | 29'857 | 762'416 CHF | 763'910 CHF | 99.49% | 99.49% |
15.05.2024 | 0.20% | 25.35 CHF | 25.40 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 745'245 CHF | 746'733 CHF | 99.99% | 99.99% |
14.05.2024 | 0.20% | 24.90 CHF | 24.95 CHF | 30'000 | 30'000 | 29'795 | 29'795 | 740'381 CHF | 741'872 CHF | 99.59% | 99.59% |
13.05.2024 | 0.20% | 24.90 CHF | 24.95 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 739'501 CHF | 740'989 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 24.80 CHF | 24.85 CHF | 30'000 | 30'000 | 29'756 | 29'756 | 740'880 CHF | 742'370 CHF | 99.39% | 99.39% |
08.05.2024 | 0.21% | 24.55 CHF | 24.60 CHF | 30'000 | 30'000 | 29'716 | 29'716 | 728'642 CHF | 730'129 CHF | 100.00% | 100.00% |
07.05.2024 | 0.21% | 24.60 CHF | 24.65 CHF | 30'000 | 30'000 | 29'703 | 29'703 | 727'896 CHF | 729'382 CHF | 99.76% | 99.76% |
06.05.2024 | 0.21% | 24.20 CHF | 24.25 CHF | 30'000 | 30'000 | 29'681 | 29'681 | 715'296 CHF | 716'782 CHF | 98.64% | 98.64% |
03.05.2024 | 0.21% | 23.70 CHF | 23.75 CHF | 30'000 | 30'000 | 29'881 | 29'881 | 707'343 CHF | 708'838 CHF | 97.52% | 97.52% |
02.05.2024 | 0.21% | 23.40 CHF | 23.45 CHF | 30'000 | 30'000 | 29'811 | 29'811 | 698'107 CHF | 699'599 CHF | 99.40% | 99.40% |