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 | 0.04% | 23.11 CHF | 23.12 CHF | 187'500 | 187'500 | 187'458 | 187'458 | 4'337'300 CHF | 4'339'170 CHF | 99.45% | 99.45% |
07.05.2024 | 0.04% | 23.06 CHF | 23.07 CHF | 187'500 | 187'500 | 187'380 | 187'380 | 4'268'740 CHF | 4'270'610 CHF | 100.00% | 100.00% |
06.05.2024 | 0.04% | 22.49 CHF | 22.50 CHF | 187'500 | 187'500 | 187'500 | 187'500 | 4'198'770 CHF | 4'200'640 CHF | 99.72% | 99.72% |
03.05.2024 | 0.05% | 22.09 CHF | 22.10 CHF | 187'500 | 187'500 | 187'500 | 187'500 | 4'146'270 CHF | 4'148'140 CHF | 99.42% | 99.42% |
02.05.2024 | 0.05% | 22.04 CHF | 22.05 CHF | 187'500 | 187'500 | 187'500 | 187'500 | 4'135'090 CHF | 4'136'970 CHF | 99.58% | 99.58% |
30.04.2024 | 0.04% | 22.14 CHF | 22.15 CHF | 187'500 | 187'500 | 187'370 | 187'370 | 4'180'290 CHF | 4'182'160 CHF | 100.00% | 100.00% |
29.04.2024 | 0.05% | 22.45 CHF | 22.46 CHF | 187'500 | 187'500 | 186'161 | 186'161 | 4'189'630 CHF | 4'191'500 CHF | 99.61% | 99.61% |
26.04.2024 | 0.04% | 22.52 CHF | 22.53 CHF | 187'500 | 187'500 | 187'500 | 187'500 | 4'198'100 CHF | 4'199'980 CHF | 99.12% | 99.12% |
25.04.2024 | 0.05% | 22.09 CHF | 22.10 CHF | 187'500 | 187'500 | 187'500 | 187'500 | 4'155'400 CHF | 4'157'280 CHF | 99.98% | 99.98% |
24.04.2024 | 0.04% | 22.34 CHF | 22.35 CHF | 187'500 | 187'500 | 187'459 | 187'459 | 4'226'490 CHF | 4'228'370 CHF | 100.00% | 100.00% |