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% | 19.16 CHF | 19.17 CHF | 375'000 | 375'000 | 374'728 | 374'728 | 7'233'150 CHF | 7'236'900 CHF | 100.00% | 100.00% |
15.05.2024 | 0.05% | 19.45 CHF | 19.46 CHF | 375'000 | 375'000 | 374'268 | 374'268 | 7'224'240 CHF | 7'227'990 CHF | 99.53% | 99.53% |
14.05.2024 | 0.05% | 19.14 CHF | 19.15 CHF | 375'000 | 375'000 | 374'951 | 374'951 | 7'155'540 CHF | 7'159'290 CHF | 99.83% | 99.83% |
13.05.2024 | 0.05% | 19.14 CHF | 19.15 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 7'166'880 CHF | 7'170'630 CHF | 100.00% | 100.00% |
10.05.2024 | 0.05% | 19.14 CHF | 19.15 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 7'207'620 CHF | 7'211'360 CHF | 100.00% | 100.00% |
08.05.2024 | 0.05% | 18.59 CHF | 18.60 CHF | 375'000 | 375'000 | 374'911 | 374'911 | 6'982'700 CHF | 6'986'440 CHF | 99.45% | 99.45% |
07.05.2024 | 0.05% | 18.54 CHF | 18.55 CHF | 375'000 | 375'000 | 374'759 | 374'759 | 6'846'210 CHF | 6'849'960 CHF | 100.00% | 100.00% |
06.05.2024 | 0.06% | 17.98 CHF | 17.99 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'708'520 CHF | 6'712'270 CHF | 99.72% | 99.72% |
03.05.2024 | 0.06% | 17.60 CHF | 17.61 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'605'060 CHF | 6'608'810 CHF | 99.43% | 99.43% |
02.05.2024 | 0.06% | 17.53 CHF | 17.54 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'580'280 CHF | 6'584'030 CHF | 99.57% | 99.57% |