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 | 0.53% | 47.25 CHF | 47.50 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 949'122 CHF | 954'122 CHF | 99.38% | 99.38% |
15.05.2024 | 0.53% | 47.85 CHF | 48.10 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 949'531 CHF | 954'531 CHF | 99.38% | 99.38% |
14.05.2024 | 0.53% | 47.30 CHF | 47.55 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 942'167 CHF | 947'167 CHF | 99.39% | 99.39% |
13.05.2024 | 0.53% | 47.25 CHF | 47.50 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 940'018 CHF | 945'018 CHF | 98.83% | 98.83% |
10.05.2024 | 0.53% | 46.70 CHF | 46.95 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 935'662 CHF | 940'662 CHF | 99.37% | 99.37% |
08.05.2024 | 0.54% | 46.15 CHF | 46.40 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 920'854 CHF | 925'854 CHF | 99.38% | 99.38% |
07.05.2024 | 0.54% | 45.50 CHF | 45.75 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 903'927 CHF | 908'848 CHF | 97.35% | 97.35% |
06.05.2024 | 0.53% | 45.10 CHF | 45.35 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 899'203 CHF | 903'948 CHF | 99.38% | 99.38% |
03.05.2024 | 0.45% | 44.75 CHF | 44.95 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 893'095 CHF | 897'101 CHF | 99.35% | 99.35% |
02.05.2024 | 0.45% | 44.80 CHF | 45.00 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 893'287 CHF | 897'287 CHF | 99.34% | 99.34% |