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 | 0.23% | 21.75 CHF | 21.80 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 643'338 CHF | 644'826 CHF | 100.00% | 100.00% |
15.05.2024 | 0.24% | 21.45 CHF | 21.50 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 629'356 CHF | 630'843 CHF | 99.97% | 99.97% |
14.05.2024 | 0.24% | 20.95 CHF | 21.00 CHF | 30'000 | 30'000 | 29'798 | 29'798 | 624'111 CHF | 625'602 CHF | 98.01% | 98.01% |
13.05.2024 | 0.24% | 20.95 CHF | 21.00 CHF | 30'000 | 30'000 | 29'720 | 29'718 | 623'569 CHF | 625'014 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 20.90 CHF | 20.95 CHF | 30'000 | 30'000 | 29'807 | 29'807 | 625'878 CHF | 627'370 CHF | 99.22% | 99.22% |
08.05.2024 | 0.24% | 20.65 CHF | 20.70 CHF | 30'000 | 30'000 | 29'819 | 29'819 | 614'663 CHF | 616'155 CHF | 99.70% | 99.70% |
07.05.2024 | 0.25% | 20.70 CHF | 20.75 CHF | 30'000 | 30'000 | 29'693 | 29'693 | 611'823 CHF | 613'310 CHF | 99.65% | 99.65% |
06.05.2024 | 0.25% | 20.30 CHF | 20.35 CHF | 30'000 | 30'000 | 29'690 | 29'690 | 600'066 CHF | 601'552 CHF | 98.28% | 98.28% |
03.05.2024 | 0.25% | 19.85 CHF | 19.90 CHF | 30'000 | 30'000 | 29'875 | 29'875 | 590'921 CHF | 592'416 CHF | 97.19% | 97.19% |
02.05.2024 | 0.26% | 19.50 CHF | 19.55 CHF | 30'000 | 30'000 | 29'829 | 29'829 | 581'700 CHF | 583'193 CHF | 99.52% | 99.52% |