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 | 0.48% | 18.93 CHF | 19.03 CHF | 25'000 | 25'000 | 24'951 | 24'951 | 518'991 CHF | 521'491 CHF | 99.78% | 99.78% |
14.05.2024 | 0.45% | 21.88 CHF | 21.98 CHF | 25'000 | 25'000 | 24'999 | 24'999 | 548'775 CHF | 551'275 CHF | 99.99% | 99.99% |
13.05.2024 | 0.47% | 20.90 CHF | 21.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 525'831 CHF | 528'331 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 22.89 CHF | 22.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 523'604 CHF | 526'104 CHF | 99.56% | 99.56% |
08.05.2024 | 0.46% | 21.61 CHF | 21.71 CHF | 25'000 | 25'000 | 24'995 | 24'995 | 539'629 CHF | 542'129 CHF | 99.29% | 99.29% |
07.05.2024 | 0.50% | 20.00 CHF | 20.10 CHF | 25'000 | 25'000 | 24'981 | 24'981 | 501'588 CHF | 504'088 CHF | 99.99% | 99.99% |
06.05.2024 | 0.51% | 20.66 CHF | 20.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 487'936 CHF | 490'436 CHF | 100.00% | 100.00% |
03.05.2024 | 0.42% | 22.15 CHF | 22.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 589'814 CHF | 592'314 CHF | 99.78% | 99.78% |
02.05.2024 | 0.39% | 24.40 CHF | 24.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 634'696 CHF | 637'197 CHF | 99.90% | 99.90% |
30.04.2024 | 0.45% | 23.19 CHF | 23.29 CHF | 25'000 | 25'000 | 24'983 | 24'983 | 557'481 CHF | 559'981 CHF | 99.97% | 99.97% |