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% | 47.60 CHF | 47.85 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 955'329 CHF | 960'329 CHF | 99.38% | 99.38% |
15.05.2024 | 0.52% | 48.20 CHF | 48.45 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 955'635 CHF | 960'635 CHF | 99.38% | 99.38% |
14.05.2024 | 0.53% | 47.60 CHF | 47.85 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 948'464 CHF | 953'464 CHF | 99.36% | 99.36% |
13.05.2024 | 0.53% | 47.55 CHF | 47.80 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 946'450 CHF | 951'450 CHF | 98.83% | 98.83% |
10.05.2024 | 0.53% | 47.05 CHF | 47.30 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 942'024 CHF | 947'024 CHF | 99.37% | 99.37% |
08.05.2024 | 0.54% | 46.45 CHF | 46.70 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 927'754 CHF | 932'754 CHF | 99.38% | 99.38% |
07.05.2024 | 0.55% | 45.85 CHF | 46.10 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 911'335 CHF | 916'335 CHF | 97.37% | 97.37% |
06.05.2024 | 0.55% | 45.45 CHF | 45.70 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 906'908 CHF | 911'908 CHF | 99.37% | 99.37% |
03.05.2024 | 0.54% | 45.10 CHF | 45.35 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 900'671 CHF | 905'526 CHF | 99.35% | 99.35% |
02.05.2024 | 0.55% | 45.15 CHF | 45.40 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 900'806 CHF | 905'754 CHF | 99.34% | 99.34% |