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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.53% | 37.90 CHF | 38.10 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 754'289 CHF | 758'289 CHF | 99.38% | 99.38% |
14.05.2024 | 0.54% | 36.95 CHF | 37.15 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 738'858 CHF | 742'858 CHF | 99.38% | 99.38% |
13.05.2024 | 0.54% | 36.90 CHF | 37.10 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 732'367 CHF | 736'367 CHF | 98.82% | 98.82% |
10.05.2024 | 0.55% | 35.35 CHF | 35.55 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 704'929 CHF | 708'815 CHF | 99.37% | 99.37% |
08.05.2024 | 0.44% | 33.60 CHF | 33.75 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 674'240 CHF | 677'240 CHF | 99.38% | 99.38% |
07.05.2024 | 0.46% | 32.60 CHF | 32.75 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 650'858 CHF | 653'858 CHF | 97.39% | 97.39% |
06.05.2024 | 0.45% | 33.10 CHF | 33.25 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 657'931 CHF | 660'931 CHF | 99.38% | 99.38% |
03.05.2024 | 0.46% | 32.70 CHF | 32.85 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 657'763 CHF | 660'763 CHF | 99.36% | 99.36% |
02.05.2024 | 0.46% | 32.55 CHF | 32.70 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 653'306 CHF | 656'306 CHF | 99.34% | 99.34% |
30.04.2024 | 0.45% | 33.20 CHF | 33.35 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 663'640 CHF | 666'640 CHF | 99.37% | 99.37% |