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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.17% | 20.41 CHF | 20.42 CHF | 32'000 | 32'000 | 17'999 | 17'999 | 365'427 CHF | 365'938 CHF | 96.07% | 96.07% |
13.05.2024 | 0.17% | 19.77 CHF | 19.78 CHF | 33'000 | 33'000 | 18'154 | 18'154 | 356'543 CHF | 357'053 CHF | 99.70% | 99.70% |
10.05.2024 | 0.17% | 20.13 CHF | 20.14 CHF | 33'000 | 33'000 | 18'205 | 18'205 | 368'416 CHF | 368'928 CHF | 100.00% | 100.00% |
08.05.2024 | 0.16% | 20.51 CHF | 20.52 CHF | 32'000 | 32'000 | 17'624 | 17'624 | 361'809 CHF | 362'311 CHF | 99.14% | 99.14% |
07.05.2024 | 0.17% | 20.66 CHF | 20.67 CHF | 32'000 | 32'000 | 17'981 | 17'981 | 365'088 CHF | 365'598 CHF | 99.85% | 99.85% |
06.05.2024 | 0.17% | 19.92 CHF | 19.93 CHF | 33'000 | 33'000 | 18'436 | 18'436 | 367'363 CHF | 367'880 CHF | 97.97% | 97.97% |
03.05.2024 | 0.17% | 19.47 CHF | 19.48 CHF | 33'000 | 33'000 | 18'328 | 18'328 | 363'322 CHF | 363'834 CHF | 98.46% | 98.46% |
02.05.2024 | 0.17% | 19.78 CHF | 19.79 CHF | 33'000 | 33'000 | 18'410 | 18'410 | 363'312 CHF | 363'834 CHF | 99.97% | 99.97% |
30.04.2024 | 0.17% | 19.92 CHF | 19.93 CHF | 33'000 | 33'000 | 18'286 | 18'286 | 365'680 CHF | 366'193 CHF | 98.33% | 98.33% |
29.04.2024 | 0.16% | 20.18 CHF | 20.19 CHF | 33'000 | 33'000 | 17'658 | 17'658 | 362'849 CHF | 363'342 CHF | 99.61% | 99.61% |