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% | 20.30 CHF | 20.31 CHF | 250'000 | 250'000 | 249'867 | 249'867 | 5'048'020 CHF | 5'050'520 CHF | 100.00% | 100.00% |
15.05.2024 | 0.05% | 20.01 CHF | 20.02 CHF | 250'000 | 250'000 | 249'526 | 249'526 | 4'930'770 CHF | 4'933'270 CHF | 99.96% | 99.96% |
14.05.2024 | 0.05% | 19.61 CHF | 19.62 CHF | 250'000 | 250'000 | 249'956 | 249'956 | 4'884'090 CHF | 4'886'590 CHF | 99.81% | 99.81% |
13.05.2024 | 0.05% | 19.56 CHF | 19.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'880'290 CHF | 4'882'790 CHF | 100.00% | 100.00% |
10.05.2024 | 0.05% | 19.42 CHF | 19.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'874'150 CHF | 4'876'650 CHF | 100.00% | 100.00% |
08.05.2024 | 0.05% | 19.38 CHF | 19.39 CHF | 250'000 | 250'000 | 249'956 | 249'956 | 4'832'240 CHF | 4'834'740 CHF | 96.63% | 96.63% |
07.05.2024 | 0.05% | 19.44 CHF | 19.45 CHF | 250'000 | 250'000 | 249'850 | 249'850 | 4'828'860 CHF | 4'831'360 CHF | 98.42% | 98.42% |
06.05.2024 | 0.05% | 19.13 CHF | 19.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'759'250 CHF | 4'761'750 CHF | 100.00% | 100.00% |
03.05.2024 | 0.05% | 18.77 CHF | 18.78 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'663'910 CHF | 4'666'410 CHF | 99.77% | 99.77% |
02.05.2024 | 0.05% | 18.33 CHF | 18.34 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'576'740 CHF | 4'579'240 CHF | 99.54% | 99.54% |