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 | 0.04% | 22.39 CHF | 22.40 CHF | 250'000 | 250'000 | 249'790 | 249'790 | 5'568'530 CHF | 5'571'030 CHF | 100.00% | 100.00% |
15.05.2024 | 0.05% | 22.10 CHF | 22.11 CHF | 250'000 | 250'000 | 249'519 | 249'519 | 5'453'050 CHF | 5'455'550 CHF | 99.96% | 99.96% |
14.05.2024 | 0.05% | 21.71 CHF | 21.72 CHF | 250'000 | 250'000 | 249'956 | 249'956 | 5'408'740 CHF | 5'411'240 CHF | 99.97% | 99.97% |
13.05.2024 | 0.05% | 21.66 CHF | 21.67 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'404'370 CHF | 5'406'870 CHF | 100.00% | 100.00% |
10.05.2024 | 0.05% | 21.51 CHF | 21.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'398'140 CHF | 5'400'640 CHF | 99.99% | 99.99% |
08.05.2024 | 0.05% | 21.48 CHF | 21.49 CHF | 250'000 | 250'000 | 249'956 | 249'956 | 5'356'850 CHF | 5'359'350 CHF | 96.64% | 96.64% |
07.05.2024 | 0.05% | 21.53 CHF | 21.54 CHF | 250'000 | 250'000 | 249'849 | 249'849 | 5'352'240 CHF | 5'354'740 CHF | 98.43% | 98.43% |
06.05.2024 | 0.05% | 21.22 CHF | 21.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'281'620 CHF | 5'284'120 CHF | 100.00% | 100.00% |
03.05.2024 | 0.05% | 20.86 CHF | 20.87 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'186'670 CHF | 5'189'170 CHF | 99.88% | 99.88% |
02.05.2024 | 0.05% | 20.43 CHF | 20.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'102'840 CHF | 5'105'340 CHF | 99.56% | 99.56% |