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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.05% | 19.83 CHF | 19.84 CHF | 149'900 | 149'900 | 149'038 | 149'038 | 2'948'770 CHF | 2'950'270 CHF | 99.67% | 99.67% |
07.05.2024 | 0.05% | 19.95 CHF | 19.96 CHF | 150'400 | 150'400 | 150'346 | 150'346 | 2'976'580 CHF | 2'978'080 CHF | 99.68% | 99.68% |
06.05.2024 | 0.05% | 19.35 CHF | 19.36 CHF | 154'800 | 154'800 | 154'800 | 154'800 | 2'971'750 CHF | 2'973'300 CHF | 100.00% | 100.00% |
03.05.2024 | 0.05% | 18.59 CHF | 18.60 CHF | 160'500 | 160'500 | 160'500 | 160'500 | 2'967'760 CHF | 2'969'360 CHF | 99.95% | 99.95% |
02.05.2024 | 0.06% | 17.94 CHF | 17.95 CHF | 164'900 | 164'900 | 164'900 | 164'900 | 2'958'660 CHF | 2'960'310 CHF | 99.60% | 99.60% |
30.04.2024 | 0.05% | 18.57 CHF | 18.58 CHF | 155'200 | 155'200 | 155'122 | 155'122 | 2'929'150 CHF | 2'930'710 CHF | 99.99% | 99.99% |
29.04.2024 | 0.05% | 18.92 CHF | 18.93 CHF | 156'500 | 156'500 | 156'472 | 156'472 | 2'965'000 CHF | 2'966'570 CHF | 99.64% | 99.64% |
26.04.2024 | 0.05% | 18.80 CHF | 18.81 CHF | 161'100 | 161'100 | 161'072 | 161'072 | 3'003'440 CHF | 3'005'050 CHF | 99.65% | 99.65% |
25.04.2024 | 0.06% | 17.50 CHF | 17.51 CHF | 158'800 | 158'800 | 158'792 | 158'792 | 2'827'870 CHF | 2'829'450 CHF | 99.95% | 99.95% |
24.04.2024 | 0.05% | 18.27 CHF | 18.28 CHF | 158'900 | 158'900 | 158'896 | 158'896 | 2'947'180 CHF | 2'948'770 CHF | 99.82% | 99.82% |