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 | 0.27% | 18.55 CHF | 18.60 CHF | 50'000 | 50'000 | 49'739 | 49'739 | 919'080 CHF | 921'569 CHF | 99.55% | 99.55% |
15.05.2024 | 0.28% | 18.30 CHF | 18.35 CHF | 50'000 | 50'000 | 49'558 | 49'558 | 892'537 CHF | 895'017 CHF | 98.40% | 98.40% |
14.05.2024 | 0.28% | 17.80 CHF | 17.85 CHF | 50'000 | 50'000 | 49'784 | 49'784 | 884'111 CHF | 886'601 CHF | 99.27% | 99.27% |
13.05.2024 | 0.28% | 17.80 CHF | 17.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 890'224 CHF | 892'724 CHF | 97.79% | 97.79% |
10.05.2024 | 0.28% | 17.70 CHF | 17.75 CHF | 50'000 | 50'000 | 49'767 | 49'767 | 887'002 CHF | 889'492 CHF | 99.24% | 99.24% |
08.05.2024 | 0.29% | 17.45 CHF | 17.50 CHF | 50'000 | 50'000 | 49'677 | 49'677 | 866'096 CHF | 868'582 CHF | 99.68% | 99.68% |
07.05.2024 | 0.29% | 17.55 CHF | 17.60 CHF | 50'000 | 50'000 | 49'904 | 49'904 | 869'898 CHF | 872'394 CHF | 98.90% | 98.90% |
06.05.2024 | 0.29% | 17.15 CHF | 17.20 CHF | 50'000 | 50'000 | 49'741 | 49'741 | 847'690 CHF | 850'178 CHF | 97.83% | 97.83% |
03.05.2024 | 0.30% | 16.65 CHF | 16.70 CHF | 50'000 | 50'000 | 49'733 | 49'733 | 826'214 CHF | 828'703 CHF | 97.28% | 97.28% |
02.05.2024 | 0.31% | 16.30 CHF | 16.35 CHF | 50'000 | 50'000 | 49'682 | 49'682 | 810'401 CHF | 812'887 CHF | 99.48% | 99.48% |