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 | 0.52% | 47.55 CHF | 47.80 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 716'805 CHF | 720'555 CHF | 99.37% | 99.37% |
15.05.2024 | 0.52% | 48.20 CHF | 48.45 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 717'202 CHF | 720'952 CHF | 99.38% | 99.38% |
14.05.2024 | 0.53% | 47.60 CHF | 47.85 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 711'444 CHF | 715'194 CHF | 99.38% | 99.38% |
13.05.2024 | 0.53% | 47.60 CHF | 47.85 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 709'899 CHF | 713'649 CHF | 98.82% | 98.82% |
10.05.2024 | 0.53% | 47.00 CHF | 47.25 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 706'715 CHF | 710'465 CHF | 99.37% | 99.37% |
08.05.2024 | 0.54% | 46.45 CHF | 46.70 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 695'203 CHF | 698'953 CHF | 99.38% | 99.38% |
07.05.2024 | 0.55% | 45.75 CHF | 46.00 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 681'842 CHF | 685'592 CHF | 97.35% | 97.35% |
06.05.2024 | 0.55% | 45.30 CHF | 45.55 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 678'438 CHF | 682'188 CHF | 99.38% | 99.38% |
03.05.2024 | 0.51% | 44.95 CHF | 45.20 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 673'480 CHF | 676'935 CHF | 99.38% | 99.38% |
02.05.2024 | 0.52% | 45.00 CHF | 45.25 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 673'749 CHF | 677'276 CHF | 99.34% | 99.34% |