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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.38% | 24.59 CHF | 24.69 CHF | 25'000 | 25'000 | 24'953 | 24'953 | 660'298 CHF | 662'798 CHF | 99.99% | 99.99% |
14.05.2024 | 0.36% | 27.55 CHF | 27.65 CHF | 25'000 | 25'000 | 24'998 | 24'998 | 690'752 CHF | 693'252 CHF | 99.98% | 99.98% |
13.05.2024 | 0.37% | 26.58 CHF | 26.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 667'705 CHF | 670'205 CHF | 100.00% | 100.00% |
10.05.2024 | 0.38% | 28.57 CHF | 28.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 665'577 CHF | 668'077 CHF | 99.99% | 99.99% |
08.05.2024 | 0.37% | 27.30 CHF | 27.40 CHF | 25'000 | 25'000 | 24'995 | 24'995 | 681'942 CHF | 684'442 CHF | 99.29% | 99.29% |
07.05.2024 | 0.39% | 25.68 CHF | 25.78 CHF | 25'000 | 25'000 | 24'977 | 24'977 | 643'501 CHF | 646'001 CHF | 100.00% | 100.00% |
06.05.2024 | 0.40% | 26.34 CHF | 26.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 629'759 CHF | 632'259 CHF | 100.00% | 100.00% |
03.05.2024 | 0.34% | 27.83 CHF | 27.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 731'906 CHF | 734'406 CHF | 99.83% | 99.83% |
02.05.2024 | 0.32% | 30.13 CHF | 30.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 777'767 CHF | 780'267 CHF | 99.89% | 99.89% |
30.04.2024 | 0.36% | 28.95 CHF | 29.05 CHF | 25'000 | 25'000 | 24'980 | 24'980 | 700'531 CHF | 703'031 CHF | 99.96% | 99.96% |