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% | 21.53 CHF | 21.54 CHF | 250'000 | 250'000 | 249'513 | 249'513 | 5'299'350 CHF | 5'301'850 CHF | 99.90% | 99.90% |
14.05.2024 | 0.05% | 21.03 CHF | 21.04 CHF | 250'000 | 250'000 | 249'949 | 249'949 | 5'248'650 CHF | 5'251'150 CHF | 99.74% | 99.74% |
13.05.2024 | 0.05% | 21.02 CHF | 21.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'261'460 CHF | 5'263'960 CHF | 100.00% | 100.00% |
10.05.2024 | 0.05% | 20.94 CHF | 20.95 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'263'730 CHF | 5'266'230 CHF | 99.99% | 99.99% |
08.05.2024 | 0.05% | 20.70 CHF | 20.71 CHF | 250'000 | 250'000 | 249'953 | 249'953 | 5'165'520 CHF | 5'168'020 CHF | 99.67% | 99.67% |
07.05.2024 | 0.05% | 20.75 CHF | 20.76 CHF | 250'000 | 250'000 | 249'884 | 249'884 | 5'163'110 CHF | 5'165'610 CHF | 99.72% | 99.72% |
06.05.2024 | 0.05% | 20.38 CHF | 20.39 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'069'370 CHF | 5'071'870 CHF | 100.00% | 100.00% |
03.05.2024 | 0.05% | 19.89 CHF | 19.90 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'961'250 CHF | 4'963'750 CHF | 99.60% | 99.60% |
02.05.2024 | 0.05% | 19.55 CHF | 19.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'886'980 CHF | 4'889'480 CHF | 99.55% | 99.55% |
30.04.2024 | 0.05% | 19.98 CHF | 19.99 CHF | 250'000 | 250'000 | 249'774 | 249'774 | 5'027'240 CHF | 5'029'740 CHF | 100.00% | 100.00% |