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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.04.2024 | 0.05% | 22.42 CHF | 22.43 CHF | 187'500 | 187'500 | 187'500 | 187'500 | 4'160'550 CHF | 4'162'430 CHF | 100.00% | 100.00% |
22.04.2024 | 0.05% | 21.78 CHF | 21.79 CHF | 187'500 | 187'500 | 187'451 | 187'451 | 4'076'660 CHF | 4'078'540 CHF | 100.00% | 100.00% |
19.04.2024 | 0.05% | 21.58 CHF | 21.59 CHF | 187'500 | 187'500 | 187'500 | 187'500 | 4'027'430 CHF | 4'029'310 CHF | 99.57% | 99.57% |
18.04.2024 | 0.05% | 21.83 CHF | 21.84 CHF | 187'500 | 187'500 | 187'500 | 187'500 | 4'063'420 CHF | 4'065'300 CHF | 99.97% | 99.97% |
17.04.2024 | 0.05% | 21.72 CHF | 21.73 CHF | 187'500 | 187'500 | 187'147 | 187'147 | 4'077'110 CHF | 4'078'990 CHF | 100.00% | 100.00% |
16.04.2024 | 0.05% | 21.59 CHF | 21.60 CHF | 187'500 | 187'500 | 187'154 | 187'154 | 4'057'550 CHF | 4'059'430 CHF | 99.95% | 99.95% |
15.04.2024 | 0.04% | 22.14 CHF | 22.15 CHF | 187'500 | 187'500 | 187'500 | 187'500 | 4'187'560 CHF | 4'189'430 CHF | 99.82% | 99.82% |
12.04.2024 | 0.04% | 21.85 CHF | 21.86 CHF | 187'500 | 187'500 | 187'500 | 187'500 | 4'175'040 CHF | 4'176'910 CHF | 99.99% | 99.99% |
11.04.2024 | 0.04% | 22.11 CHF | 22.12 CHF | 187'500 | 187'500 | 187'472 | 187'472 | 4'184'950 CHF | 4'186'820 CHF | 99.87% | 99.87% |
10.04.2024 | 0.04% | 22.53 CHF | 22.54 CHF | 187'500 | 187'500 | 187'500 | 187'500 | 4'248'840 CHF | 4'250'720 CHF | 99.73% | 99.73% |