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% | 23.81 CHF | 23.82 CHF | 250'000 | 250'000 | 249'519 | 249'519 | 5'870'910 CHF | 5'873'410 CHF | 99.91% | 99.91% |
14.05.2024 | 0.04% | 23.33 CHF | 23.34 CHF | 250'000 | 250'000 | 249'950 | 249'950 | 5'822'500 CHF | 5'825'000 CHF | 99.75% | 99.75% |
13.05.2024 | 0.04% | 23.32 CHF | 23.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'834'620 CHF | 5'837'120 CHF | 100.00% | 100.00% |
10.05.2024 | 0.04% | 23.24 CHF | 23.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'836'780 CHF | 5'839'280 CHF | 99.99% | 99.99% |
08.05.2024 | 0.04% | 22.99 CHF | 23.00 CHF | 250'000 | 250'000 | 249'951 | 249'951 | 5'739'300 CHF | 5'741'800 CHF | 99.67% | 99.67% |
07.05.2024 | 0.04% | 23.04 CHF | 23.05 CHF | 250'000 | 250'000 | 249'872 | 249'872 | 5'735'380 CHF | 5'737'880 CHF | 99.72% | 99.72% |
06.05.2024 | 0.04% | 22.66 CHF | 22.67 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'640'720 CHF | 5'643'220 CHF | 100.00% | 100.00% |
03.05.2024 | 0.05% | 22.17 CHF | 22.18 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'533'040 CHF | 5'535'540 CHF | 99.58% | 99.58% |
02.05.2024 | 0.05% | 21.86 CHF | 21.87 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'462'360 CHF | 5'464'860 CHF | 99.56% | 99.56% |
30.04.2024 | 0.04% | 22.29 CHF | 22.30 CHF | 250'000 | 250'000 | 249'774 | 249'774 | 5'602'320 CHF | 5'604'820 CHF | 99.98% | 99.98% |