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 | 0.05% | 19.98 CHF | 19.99 CHF | 250'000 | 250'000 | 249'867 | 249'867 | 4'969'950 CHF | 4'972'450 CHF | 100.00% | 100.00% |
15.05.2024 | 0.05% | 19.69 CHF | 19.70 CHF | 250'000 | 250'000 | 249'508 | 249'508 | 4'852'310 CHF | 4'854'810 CHF | 99.97% | 99.97% |
14.05.2024 | 0.05% | 19.30 CHF | 19.31 CHF | 250'000 | 250'000 | 249'952 | 249'952 | 4'805'560 CHF | 4'808'060 CHF | 99.81% | 99.81% |
13.05.2024 | 0.05% | 19.24 CHF | 19.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'801'980 CHF | 4'804'480 CHF | 100.00% | 100.00% |
10.05.2024 | 0.05% | 19.11 CHF | 19.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'795'870 CHF | 4'798'370 CHF | 99.99% | 99.99% |
08.05.2024 | 0.05% | 19.07 CHF | 19.08 CHF | 250'000 | 250'000 | 249'957 | 249'957 | 4'753'780 CHF | 4'756'280 CHF | 96.62% | 96.62% |
07.05.2024 | 0.05% | 19.12 CHF | 19.13 CHF | 250'000 | 250'000 | 249'885 | 249'885 | 4'751'250 CHF | 4'753'750 CHF | 98.40% | 98.40% |
06.05.2024 | 0.05% | 18.82 CHF | 18.83 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'681'140 CHF | 4'683'640 CHF | 100.00% | 100.00% |
03.05.2024 | 0.05% | 18.46 CHF | 18.47 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'585'720 CHF | 4'588'220 CHF | 99.82% | 99.82% |
02.05.2024 | 0.06% | 18.01 CHF | 18.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'498'100 CHF | 4'500'600 CHF | 99.56% | 99.56% |