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 | 0.19% | 17.67 CHF | 17.68 CHF | 32'000 | 32'000 | 17'968 | 17'968 | 315'469 CHF | 315'978 CHF | 96.23% | 96.23% |
13.05.2024 | 0.20% | 17.02 CHF | 17.03 CHF | 33'000 | 33'000 | 18'131 | 18'131 | 306'368 CHF | 306'878 CHF | 99.86% | 99.86% |
10.05.2024 | 0.19% | 17.39 CHF | 17.40 CHF | 33'000 | 33'000 | 18'205 | 18'205 | 318'522 CHF | 319'034 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 17.77 CHF | 17.78 CHF | 32'000 | 32'000 | 17'624 | 17'624 | 313'453 CHF | 313'955 CHF | 99.15% | 99.15% |
07.05.2024 | 0.19% | 17.92 CHF | 17.93 CHF | 32'000 | 32'000 | 17'981 | 17'981 | 315'801 CHF | 316'311 CHF | 99.85% | 99.85% |
06.05.2024 | 0.20% | 17.19 CHF | 17.20 CHF | 33'000 | 33'000 | 18'379 | 18'379 | 315'996 CHF | 316'514 CHF | 99.11% | 99.11% |
03.05.2024 | 0.19% | 16.74 CHF | 16.75 CHF | 33'000 | 33'000 | 18'353 | 18'353 | 313'626 CHF | 314'138 CHF | 98.08% | 98.08% |
02.05.2024 | 0.20% | 17.02 CHF | 17.03 CHF | 33'000 | 33'000 | 18'438 | 18'438 | 313'089 CHF | 313'611 CHF | 99.95% | 99.95% |
30.04.2024 | 0.19% | 17.15 CHF | 17.16 CHF | 33'000 | 33'000 | 18'288 | 18'288 | 315'329 CHF | 315'842 CHF | 98.18% | 98.18% |
29.04.2024 | 0.19% | 17.43 CHF | 17.44 CHF | 33'000 | 33'000 | 17'657 | 17'657 | 314'312 CHF | 314'806 CHF | 99.61% | 99.61% |