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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.04% | 22.98 CHF | 22.99 CHF | 250'000 | 250'000 | 249'531 | 249'531 | 5'662'030 CHF | 5'664'530 CHF | 99.90% | 99.90% |
14.05.2024 | 0.04% | 22.49 CHF | 22.50 CHF | 250'000 | 250'000 | 249'950 | 249'950 | 5'612'410 CHF | 5'614'910 CHF | 99.72% | 99.72% |
13.05.2024 | 0.04% | 22.48 CHF | 22.49 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'624'830 CHF | 5'627'330 CHF | 100.00% | 100.00% |
10.05.2024 | 0.04% | 22.40 CHF | 22.41 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'627'090 CHF | 5'629'590 CHF | 99.99% | 99.99% |
08.05.2024 | 0.05% | 22.15 CHF | 22.16 CHF | 250'000 | 250'000 | 249'956 | 249'956 | 5'529'300 CHF | 5'531'800 CHF | 99.67% | 99.67% |
07.05.2024 | 0.05% | 22.20 CHF | 22.21 CHF | 250'000 | 250'000 | 249'884 | 249'884 | 5'526'080 CHF | 5'528'580 CHF | 99.73% | 99.73% |
06.05.2024 | 0.05% | 21.83 CHF | 21.84 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'431'660 CHF | 5'434'160 CHF | 100.00% | 100.00% |
03.05.2024 | 0.05% | 21.34 CHF | 21.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'323'710 CHF | 5'326'210 CHF | 99.61% | 99.61% |
02.05.2024 | 0.05% | 21.01 CHF | 21.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'251'680 CHF | 5'254'180 CHF | 99.56% | 99.56% |
30.04.2024 | 0.05% | 21.45 CHF | 21.46 CHF | 250'000 | 250'000 | 249'769 | 249'769 | 5'391'700 CHF | 5'394'200 CHF | 99.51% | 99.51% |