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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 0.09% | 21.05 CHF | 21.07 CHF | 95'600 | 95'600 | 95'600 | 95'600 | 2'013'650 CHF | 2'015'560 CHF | 99.58% | 99.58% |
30.04.2024 | 0.09% | 22.16 CHF | 22.18 CHF | 86'300 | 86'300 | 86'266 | 86'266 | 1'965'210 CHF | 1'966'940 CHF | 99.98% | 99.98% |
29.04.2024 | 0.09% | 22.89 CHF | 22.91 CHF | 87'500 | 87'500 | 87'485 | 87'485 | 2'005'070 CHF | 2'006'820 CHF | 99.64% | 99.64% |
26.04.2024 | 0.09% | 22.62 CHF | 22.64 CHF | 91'800 | 91'800 | 91'787 | 91'787 | 2'053'610 CHF | 2'055'450 CHF | 99.64% | 99.64% |
25.04.2024 | 0.10% | 20.33 CHF | 20.35 CHF | 89'600 | 89'600 | 89'595 | 89'595 | 1'869'860 CHF | 1'871'650 CHF | 99.93% | 99.93% |
23.04.2024 | 0.10% | 21.77 CHF | 21.79 CHF | 94'900 | 94'900 | 94'900 | 94'900 | 1'982'410 CHF | 1'984'310 CHF | 99.57% | 99.57% |
22.04.2024 | 0.10% | 19.56 CHF | 19.58 CHF | 98'800 | 98'800 | 98'773 | 98'773 | 1'975'670 CHF | 1'977'640 CHF | 100.00% | 100.00% |
19.04.2024 | 0.10% | 20.25 CHF | 20.27 CHF | 94'400 | 94'400 | 94'400 | 94'400 | 1'904'940 CHF | 1'906'830 CHF | 99.96% | 99.96% |
18.04.2024 | 0.09% | 21.64 CHF | 21.66 CHF | 93'300 | 93'300 | 93'300 | 93'300 | 1'971'510 CHF | 1'973'370 CHF | 99.95% | 99.95% |
17.04.2024 | 0.12% | 21.48 CHF | 21.50 CHF | 90'500 | 90'500 | 90'325 | 90'325 | 1'984'920 CHF | 1'987'390 CHF | 99.95% | 99.95% |