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% | 24.34 CHF | 24.35 CHF | 75'600 | 75'600 | 75'531 | 75'531 | 1'843'500 CHF | 1'844'260 CHF | 100.00% | 100.00% |
15.05.2024 | 0.04% | 24.00 CHF | 24.01 CHF | 77'700 | 77'700 | 77'497 | 77'497 | 1'822'500 CHF | 1'823'280 CHF | 99.89% | 99.89% |
14.05.2024 | 0.04% | 23.10 CHF | 23.11 CHF | 78'100 | 78'100 | 78'100 | 78'100 | 1'781'190 CHF | 1'781'970 CHF | 99.28% | 99.28% |
13.05.2024 | 0.04% | 22.81 CHF | 22.82 CHF | 78'600 | 78'600 | 78'600 | 78'600 | 1'793'140 CHF | 1'793'920 CHF | 100.00% | 100.00% |
10.05.2024 | 0.04% | 22.69 CHF | 22.70 CHF | 81'700 | 81'700 | 81'700 | 81'700 | 1'842'030 CHF | 1'842'850 CHF | 100.00% | 100.00% |
08.05.2024 | 0.05% | 21.52 CHF | 21.53 CHF | 83'600 | 83'600 | 83'600 | 83'600 | 1'791'250 CHF | 1'792'090 CHF | 99.77% | 99.77% |
07.05.2024 | 0.05% | 21.04 CHF | 21.05 CHF | 87'600 | 87'600 | 87'583 | 87'583 | 1'806'690 CHF | 1'807'570 CHF | 96.09% | 96.09% |
06.05.2024 | 0.05% | 19.68 CHF | 19.69 CHF | 88'800 | 88'800 | 88'800 | 88'800 | 1'756'590 CHF | 1'757'480 CHF | 100.00% | 100.00% |
03.05.2024 | 0.05% | 19.28 CHF | 19.29 CHF | 90'300 | 90'300 | 90'300 | 90'300 | 1'738'950 CHF | 1'739'850 CHF | 99.84% | 99.84% |
02.05.2024 | 0.05% | 18.82 CHF | 18.83 CHF | 89'000 | 89'000 | 89'000 | 89'000 | 1'702'600 CHF | 1'703'490 CHF | 99.53% | 99.53% |