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 | 0.06% | 17.72 CHF | 17.73 CHF | 232'500 | 232'500 | 232'500 | 232'500 | 4'115'640 CHF | 4'117'970 CHF | 99.54% | 99.54% |
30.04.2024 | 0.05% | 18.64 CHF | 18.65 CHF | 213'900 | 213'900 | 213'813 | 213'813 | 4'065'120 CHF | 4'067'260 CHF | 100.00% | 100.00% |
29.04.2024 | 0.05% | 19.03 CHF | 19.04 CHF | 215'900 | 215'900 | 215'862 | 215'862 | 4'122'680 CHF | 4'124'840 CHF | 99.60% | 99.60% |
26.04.2024 | 0.05% | 18.93 CHF | 18.94 CHF | 226'400 | 226'400 | 226'400 | 226'400 | 4'199'210 CHF | 4'201'470 CHF | 99.11% | 99.11% |
25.04.2024 | 0.06% | 17.10 CHF | 17.11 CHF | 222'500 | 222'500 | 222'470 | 222'470 | 3'849'680 CHF | 3'851'910 CHF | 99.97% | 99.97% |
24.04.2024 | 0.05% | 18.17 CHF | 18.18 CHF | 224'500 | 224'500 | 224'460 | 224'460 | 4'128'540 CHF | 4'130'790 CHF | 98.72% | 98.72% |
23.04.2024 | 0.06% | 17.81 CHF | 17.82 CHF | 234'500 | 234'500 | 234'463 | 234'463 | 4'026'940 CHF | 4'029'280 CHF | 100.00% | 100.00% |
22.04.2024 | 0.06% | 16.19 CHF | 16.20 CHF | 241'200 | 241'200 | 241'154 | 241'154 | 3'999'800 CHF | 4'002'210 CHF | 100.00% | 100.00% |
19.04.2024 | 0.06% | 16.97 CHF | 16.98 CHF | 225'900 | 225'900 | 225'900 | 225'900 | 3'904'050 CHF | 3'906'310 CHF | 99.95% | 99.95% |
18.04.2024 | 0.05% | 18.47 CHF | 18.48 CHF | 221'900 | 221'900 | 221'900 | 221'900 | 4'063'560 CHF | 4'065'780 CHF | 99.99% | 99.99% |