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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.04% | 23.90 CHF | 23.91 CHF | 50'000 | 50'000 | 20'679 | 20'679 | 492'496 CHF | 492'703 CHF | 98.97% | 98.97% |
10.05.2024 | 0.04% | 23.77 CHF | 23.78 CHF | 50'000 | 50'000 | 20'636 | 20'636 | 491'726 CHF | 491'932 CHF | 99.77% | 99.77% |
08.05.2024 | 0.04% | 23.95 CHF | 23.96 CHF | 50'000 | 50'000 | 20'644 | 20'644 | 495'524 CHF | 495'730 CHF | 99.46% | 99.46% |
07.05.2024 | 0.04% | 23.98 CHF | 23.99 CHF | 50'000 | 50'000 | 20'770 | 20'770 | 499'623 CHF | 499'831 CHF | 98.22% | 98.22% |
06.05.2024 | 0.04% | 24.31 CHF | 24.32 CHF | 50'000 | 50'000 | 20'729 | 20'729 | 494'543 CHF | 494'751 CHF | 98.21% | 98.21% |
03.05.2024 | 0.04% | 22.91 CHF | 22.92 CHF | 50'000 | 50'000 | 20'622 | 20'622 | 470'530 CHF | 470'736 CHF | 99.39% | 99.39% |
02.05.2024 | 0.05% | 22.19 CHF | 22.20 CHF | 50'000 | 50'000 | 20'750 | 20'750 | 455'445 CHF | 455'652 CHF | 98.07% | 98.07% |
30.04.2024 | 0.04% | 23.03 CHF | 23.04 CHF | 50'000 | 50'000 | 20'787 | 20'787 | 481'558 CHF | 481'766 CHF | 97.69% | 97.69% |
29.04.2024 | 0.04% | 22.84 CHF | 22.85 CHF | 50'000 | 50'000 | 20'960 | 20'960 | 481'780 CHF | 481'990 CHF | 95.97% | 95.97% |
26.04.2024 | 0.05% | 22.87 CHF | 22.88 CHF | 50'000 | 50'000 | 20'876 | 20'876 | 463'021 CHF | 463'230 CHF | 96.42% | 96.42% |