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 | 0.48% | 41.65 CHF | 41.85 CHF | 20'000 | 15'000 | 20'000 | 15'000 | 833'074 CHF | 627'806 CHF | 99.39% | 99.39% |
13.05.2024 | 0.48% | 41.55 CHF | 41.75 CHF | 20'000 | 15'000 | 20'000 | 15'000 | 831'096 CHF | 626'322 CHF | 98.82% | 98.82% |
10.05.2024 | 0.48% | 41.30 CHF | 41.50 CHF | 20'000 | 15'000 | 20'000 | 15'000 | 828'100 CHF | 624'075 CHF | 99.37% | 99.37% |
08.05.2024 | 0.49% | 41.10 CHF | 41.30 CHF | 20'000 | 15'000 | 20'000 | 15'000 | 822'428 CHF | 619'821 CHF | 99.38% | 99.38% |
07.05.2024 | 0.49% | 40.45 CHF | 40.65 CHF | 20'000 | 15'000 | 20'000 | 15'000 | 807'880 CHF | 608'910 CHF | 97.35% | 97.35% |
06.05.2024 | 0.50% | 40.30 CHF | 40.50 CHF | 20'000 | 15'000 | 20'000 | 15'000 | 803'980 CHF | 605'985 CHF | 99.38% | 99.38% |
03.05.2024 | 0.50% | 40.10 CHF | 40.30 CHF | 20'000 | 15'000 | 20'000 | 15'000 | 803'169 CHF | 605'377 CHF | 99.37% | 99.37% |
02.05.2024 | 0.50% | 39.85 CHF | 40.05 CHF | 20'000 | 15'000 | 20'000 | 15'000 | 799'298 CHF | 602'474 CHF | 99.34% | 99.34% |
30.04.2024 | 0.50% | 40.25 CHF | 40.45 CHF | 20'000 | 15'000 | 20'000 | 15'000 | 804'308 CHF | 606'231 CHF | 99.38% | 99.38% |
29.04.2024 | 0.50% | 40.10 CHF | 40.30 CHF | 20'000 | 15'000 | 20'000 | 15'000 | 799'994 CHF | 602'995 CHF | 99.38% | 99.38% |