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% | 22.62 CHF | 22.63 CHF | 50'000 | 50'000 | 20'678 | 20'678 | 466'048 CHF | 466'255 CHF | 99.04% | 99.04% |
10.05.2024 | 0.04% | 22.49 CHF | 22.50 CHF | 50'000 | 50'000 | 20'497 | 20'497 | 462'189 CHF | 462'394 CHF | 98.48% | 98.48% |
08.05.2024 | 0.04% | 22.67 CHF | 22.68 CHF | 50'000 | 50'000 | 20'642 | 20'642 | 469'072 CHF | 469'279 CHF | 99.47% | 99.47% |
07.05.2024 | 0.04% | 22.71 CHF | 22.72 CHF | 50'000 | 50'000 | 20'765 | 20'765 | 472'985 CHF | 473'193 CHF | 98.28% | 98.28% |
06.05.2024 | 0.04% | 23.03 CHF | 23.04 CHF | 50'000 | 50'000 | 20'727 | 20'727 | 468'080 CHF | 468'287 CHF | 98.24% | 98.24% |
03.05.2024 | 0.05% | 21.64 CHF | 21.65 CHF | 50'000 | 50'000 | 20'614 | 20'614 | 444'074 CHF | 444'280 CHF | 99.40% | 99.40% |
02.05.2024 | 0.05% | 20.90 CHF | 20.91 CHF | 50'000 | 50'000 | 20'752 | 20'752 | 428'849 CHF | 429'056 CHF | 98.09% | 98.09% |
30.04.2024 | 0.05% | 21.74 CHF | 21.75 CHF | 50'000 | 50'000 | 20'784 | 20'784 | 454'798 CHF | 455'006 CHF | 97.76% | 97.76% |
29.04.2024 | 0.05% | 21.56 CHF | 21.57 CHF | 50'000 | 50'000 | 20'953 | 20'953 | 454'772 CHF | 454'982 CHF | 96.03% | 96.03% |
26.04.2024 | 0.05% | 21.58 CHF | 21.59 CHF | 50'000 | 50'000 | 20'880 | 20'880 | 436'330 CHF | 436'539 CHF | 96.46% | 96.46% |