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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.05% | 19.20 CHF | 19.21 CHF | 69'300 | 69'300 | 71'196 | 71'196 | 1'367'900 CHF | 1'368'610 CHF | 100.00% | 100.00% |
06.05.2024 | 0.05% | 19.41 CHF | 19.42 CHF | 71'500 | 71'500 | 71'500 | 71'500 | 1'381'630 CHF | 1'382'340 CHF | 100.00% | 100.00% |
03.05.2024 | 0.05% | 18.46 CHF | 18.47 CHF | 71'500 | 71'500 | 71'852 | 71'852 | 1'340'100 CHF | 1'340'820 CHF | 98.12% | 98.12% |
02.05.2024 | 0.05% | 18.93 CHF | 18.94 CHF | 71'900 | 71'900 | 70'755 | 70'755 | 1'334'310 CHF | 1'335'010 CHF | 99.92% | 99.92% |
30.04.2024 | 0.05% | 18.87 CHF | 18.88 CHF | 70'200 | 70'200 | 67'964 | 67'964 | 1'308'370 CHF | 1'309'050 CHF | 99.76% | 99.76% |
29.04.2024 | 0.05% | 20.02 CHF | 20.03 CHF | 67'700 | 67'700 | 66'891 | 66'891 | 1'346'680 CHF | 1'347'350 CHF | 99.99% | 99.99% |
26.04.2024 | 0.05% | 20.12 CHF | 20.13 CHF | 66'800 | 66'800 | 68'573 | 68'573 | 1'401'620 CHF | 1'402'310 CHF | 99.16% | 99.16% |
25.04.2024 | 0.05% | 20.11 CHF | 20.12 CHF | 68'800 | 68'800 | 68'711 | 68'711 | 1'364'010 CHF | 1'364'700 CHF | 99.51% | 99.51% |
23.04.2024 | 0.05% | 19.59 CHF | 19.60 CHF | 67'900 | 67'900 | 67'366 | 67'366 | 1'292'540 CHF | 1'293'220 CHF | 99.34% | 99.34% |
22.04.2024 | 0.05% | 20.19 CHF | 20.20 CHF | 67'300 | 67'300 | 63'752 | 63'752 | 1'318'180 CHF | 1'318'810 CHF | 100.00% | 100.00% |