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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.05% | 18.66 CHF | 18.67 CHF | 375'000 | 375'000 | 374'912 | 374'912 | 7'008'710 CHF | 7'012'460 CHF | 99.45% | 99.45% |
07.05.2024 | 0.05% | 18.61 CHF | 18.62 CHF | 375'000 | 375'000 | 374'764 | 374'764 | 6'872'320 CHF | 6'876'070 CHF | 100.00% | 100.00% |
06.05.2024 | 0.06% | 18.05 CHF | 18.06 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'734'500 CHF | 6'738'250 CHF | 99.72% | 99.72% |
03.05.2024 | 0.06% | 17.67 CHF | 17.68 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'631'020 CHF | 6'634'770 CHF | 99.42% | 99.42% |
02.05.2024 | 0.06% | 17.60 CHF | 17.61 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'606'250 CHF | 6'610'000 CHF | 99.63% | 99.63% |
30.04.2024 | 0.06% | 17.68 CHF | 17.69 CHF | 375'000 | 375'000 | 374'727 | 374'727 | 6'694'840 CHF | 6'698'590 CHF | 100.00% | 100.00% |
29.04.2024 | 0.06% | 18.01 CHF | 18.02 CHF | 375'000 | 375'000 | 372'316 | 372'316 | 6'727'200 CHF | 6'730'930 CHF | 99.58% | 99.58% |
26.04.2024 | 0.06% | 18.09 CHF | 18.10 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'730'500 CHF | 6'734'250 CHF | 99.11% | 99.11% |
25.04.2024 | 0.06% | 17.65 CHF | 17.66 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'644'310 CHF | 6'648'060 CHF | 99.95% | 99.95% |
24.04.2024 | 0.06% | 17.91 CHF | 17.92 CHF | 375'000 | 375'000 | 374'919 | 374'919 | 6'790'700 CHF | 6'794'450 CHF | 100.00% | 100.00% |