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 | 0.05% | 20.69 CHF | 20.70 CHF | 250'000 | 250'000 | 249'524 | 249'524 | 5'091'780 CHF | 5'094'280 CHF | 99.90% | 99.90% |
14.05.2024 | 0.05% | 20.20 CHF | 20.21 CHF | 250'000 | 250'000 | 249'950 | 249'950 | 5'039'850 CHF | 5'042'350 CHF | 99.72% | 99.72% |
13.05.2024 | 0.05% | 20.19 CHF | 20.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'052'890 CHF | 5'055'390 CHF | 100.00% | 100.00% |
10.05.2024 | 0.05% | 20.11 CHF | 20.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'055'330 CHF | 5'057'830 CHF | 99.99% | 99.99% |
08.05.2024 | 0.05% | 19.86 CHF | 19.87 CHF | 250'000 | 250'000 | 249'951 | 249'951 | 4'956'710 CHF | 4'959'210 CHF | 99.67% | 99.67% |
07.05.2024 | 0.05% | 19.92 CHF | 19.93 CHF | 250'000 | 250'000 | 249'872 | 249'872 | 4'954'580 CHF | 4'957'080 CHF | 99.72% | 99.72% |
06.05.2024 | 0.05% | 19.54 CHF | 19.55 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'861'590 CHF | 4'864'090 CHF | 100.00% | 100.00% |
03.05.2024 | 0.05% | 19.06 CHF | 19.07 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'753'270 CHF | 4'755'770 CHF | 99.63% | 99.63% |
02.05.2024 | 0.05% | 18.72 CHF | 18.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'677'570 CHF | 4'680'070 CHF | 99.60% | 99.60% |
30.04.2024 | 0.05% | 19.13 CHF | 19.14 CHF | 250'000 | 250'000 | 249'774 | 249'774 | 4'818'040 CHF | 4'820'540 CHF | 99.51% | 99.51% |