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 | 0.04% | 27.98 CHF | 27.99 CHF | 250'000 | 250'000 | 249'526 | 249'526 | 6'911'400 CHF | 6'913'900 CHF | 99.91% | 99.91% |
14.05.2024 | 0.04% | 27.49 CHF | 27.50 CHF | 250'000 | 250'000 | 249'951 | 249'951 | 6'865'690 CHF | 6'868'190 CHF | 99.74% | 99.74% |
13.05.2024 | 0.04% | 27.49 CHF | 27.50 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'876'910 CHF | 6'879'410 CHF | 100.00% | 100.00% |
10.05.2024 | 0.04% | 27.41 CHF | 27.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'879'740 CHF | 6'882'240 CHF | 99.99% | 99.99% |
08.05.2024 | 0.04% | 27.17 CHF | 27.18 CHF | 250'000 | 250'000 | 249'956 | 249'956 | 6'782'560 CHF | 6'785'060 CHF | 99.67% | 99.67% |
07.05.2024 | 0.04% | 27.21 CHF | 27.22 CHF | 250'000 | 250'000 | 249'871 | 249'871 | 6'777'290 CHF | 6'779'790 CHF | 99.73% | 99.73% |
06.05.2024 | 0.04% | 26.82 CHF | 26.83 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'679'820 CHF | 6'682'320 CHF | 100.00% | 100.00% |
03.05.2024 | 0.04% | 26.33 CHF | 26.34 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'574'050 CHF | 6'576'550 CHF | 99.59% | 99.59% |
02.05.2024 | 0.04% | 26.05 CHF | 26.06 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'509'290 CHF | 6'511'790 CHF | 99.53% | 99.53% |
30.04.2024 | 0.04% | 26.50 CHF | 26.51 CHF | 250'000 | 250'000 | 249'773 | 249'773 | 6'648'870 CHF | 6'651'370 CHF | 99.98% | 99.98% |