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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.49% | 20.25 CHF | 20.35 CHF | 19'000 | 19'000 | 19'000 | 19'000 | 384'750 CHF | 386'650 CHF | 98.26% | 98.26% |
07.05.2024 | 0.49% | 20.25 CHF | 20.35 CHF | 19'000 | 19'000 | 18'389 | 18'389 | 372'376 CHF | 374'215 CHF | 99.65% | 99.65% |
06.05.2024 | 0.50% | 20.15 CHF | 20.25 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 403'000 CHF | 405'000 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 20.15 CHF | 20.25 CHF | 20'000 | 20'000 | 20'009 | 20'009 | 402'629 CHF | 404'630 CHF | 99.97% | 99.97% |
02.05.2024 | 0.50% | 20.10 CHF | 20.20 CHF | 21'000 | 21'000 | 20'870 | 20'870 | 419'516 CHF | 421'603 CHF | 100.00% | 100.00% |
30.04.2024 | 0.50% | 20.10 CHF | 20.20 CHF | 21'000 | 21'000 | 20'195 | 20'195 | 405'919 CHF | 407'939 CHF | 100.00% | 100.00% |
29.04.2024 | 0.50% | 20.10 CHF | 20.20 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 402'794 CHF | 404'794 CHF | 100.00% | 100.00% |
26.04.2024 | 0.50% | 20.10 CHF | 20.20 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 401'851 CHF | 403'851 CHF | 99.69% | 99.69% |
25.04.2024 | 0.50% | 20.10 CHF | 20.20 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 401'847 CHF | 403'847 CHF | 100.00% | 100.00% |
24.04.2024 | 0.50% | 20.05 CHF | 20.15 CHF | 20'000 | 20'000 | 19'858 | 19'858 | 398'957 CHF | 400'943 CHF | 99.76% | 99.76% |