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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.04.2024 | 0.05% | 19.68 CHF | 19.69 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'497'820 CHF | 4'500'070 CHF | 99.99% | 99.99% |
24.04.2024 | 0.05% | 20.17 CHF | 20.18 CHF | 225'000 | 225'000 | 224'968 | 224'968 | 4'565'240 CHF | 4'567'490 CHF | 94.46% | 94.46% |
23.04.2024 | 0.05% | 20.23 CHF | 20.24 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'519'780 CHF | 4'522'030 CHF | 100.00% | 100.00% |
22.04.2024 | 0.05% | 19.81 CHF | 19.82 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'482'860 CHF | 4'485'110 CHF | 100.00% | 100.00% |
19.04.2024 | 0.05% | 19.71 CHF | 19.72 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'388'670 CHF | 4'390'920 CHF | 99.99% | 99.99% |
18.04.2024 | 0.05% | 19.87 CHF | 19.88 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'416'820 CHF | 4'419'070 CHF | 99.99% | 99.99% |
17.04.2024 | 0.05% | 19.60 CHF | 19.61 CHF | 225'000 | 225'000 | 224'572 | 224'572 | 4'425'880 CHF | 4'428'130 CHF | 100.00% | 100.00% |
16.04.2024 | 0.05% | 19.65 CHF | 19.66 CHF | 225'000 | 225'000 | 224'632 | 224'632 | 4'419'870 CHF | 4'422'120 CHF | 99.80% | 99.80% |
15.04.2024 | 0.05% | 19.92 CHF | 19.93 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'501'420 CHF | 4'503'670 CHF | 99.81% | 99.81% |
12.04.2024 | 0.05% | 19.91 CHF | 19.92 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'540'770 CHF | 4'543'020 CHF | 100.00% | 100.00% |