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 | 0.06% | 18.13 CHF | 18.14 CHF | 250'000 | 250'000 | 249'867 | 249'867 | 4'506'890 CHF | 4'509'390 CHF | 100.00% | 100.00% |
15.05.2024 | 0.06% | 17.84 CHF | 17.85 CHF | 250'000 | 250'000 | 249'521 | 249'521 | 4'389'310 CHF | 4'391'810 CHF | 99.95% | 99.95% |
14.05.2024 | 0.06% | 17.44 CHF | 17.45 CHF | 250'000 | 250'000 | 249'956 | 249'956 | 4'340'390 CHF | 4'342'890 CHF | 99.82% | 99.82% |
13.05.2024 | 0.06% | 17.38 CHF | 17.39 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'337'280 CHF | 4'339'780 CHF | 100.00% | 100.00% |
10.05.2024 | 0.06% | 17.25 CHF | 17.26 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'331'310 CHF | 4'333'810 CHF | 100.00% | 100.00% |
08.05.2024 | 0.06% | 17.20 CHF | 17.21 CHF | 250'000 | 250'000 | 249'956 | 249'956 | 4'288'570 CHF | 4'291'070 CHF | 96.63% | 96.63% |
07.05.2024 | 0.06% | 17.27 CHF | 17.28 CHF | 250'000 | 250'000 | 249'852 | 249'852 | 4'286'520 CHF | 4'289'020 CHF | 98.43% | 98.43% |
06.05.2024 | 0.06% | 16.96 CHF | 16.97 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'217'910 CHF | 4'220'410 CHF | 100.00% | 100.00% |
03.05.2024 | 0.06% | 16.61 CHF | 16.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'122'190 CHF | 4'124'690 CHF | 99.81% | 99.81% |
02.05.2024 | 0.06% | 16.14 CHF | 16.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'031'610 CHF | 4'034'110 CHF | 99.55% | 99.55% |