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 | 0.05% | 19.55 CHF | 19.56 CHF | 250'000 | 250'000 | 249'799 | 249'799 | 4'861'950 CHF | 4'864'450 CHF | 100.00% | 100.00% |
15.05.2024 | 0.05% | 19.28 CHF | 19.29 CHF | 250'000 | 250'000 | 249'507 | 249'507 | 4'739'350 CHF | 4'741'850 CHF | 99.90% | 99.90% |
14.05.2024 | 0.05% | 18.78 CHF | 18.79 CHF | 250'000 | 250'000 | 249'950 | 249'950 | 4'686'330 CHF | 4'688'830 CHF | 99.73% | 99.73% |
13.05.2024 | 0.05% | 18.77 CHF | 18.78 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'699'760 CHF | 4'702'260 CHF | 100.00% | 100.00% |
10.05.2024 | 0.05% | 18.70 CHF | 18.71 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'702'280 CHF | 4'704'780 CHF | 100.00% | 100.00% |
08.05.2024 | 0.05% | 18.45 CHF | 18.46 CHF | 250'000 | 250'000 | 249'956 | 249'956 | 4'603'250 CHF | 4'605'750 CHF | 99.67% | 99.67% |
07.05.2024 | 0.05% | 18.51 CHF | 18.52 CHF | 250'000 | 250'000 | 249'888 | 249'888 | 4'602'080 CHF | 4'604'580 CHF | 99.73% | 99.73% |
06.05.2024 | 0.06% | 18.13 CHF | 18.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'509'510 CHF | 4'512'010 CHF | 100.00% | 100.00% |
03.05.2024 | 0.06% | 17.65 CHF | 17.66 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'400'970 CHF | 4'403'470 CHF | 99.59% | 99.59% |
02.05.2024 | 0.06% | 17.30 CHF | 17.31 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'323'140 CHF | 4'325'640 CHF | 99.55% | 99.55% |