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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.04% | 25.54 CHF | 25.55 CHF | 250'000 | 250'000 | 249'800 | 249'800 | 6'354'040 CHF | 6'356'540 CHF | 100.00% | 100.00% |
15.05.2024 | 0.04% | 25.26 CHF | 25.27 CHF | 250'000 | 250'000 | 249'517 | 249'517 | 6'232'640 CHF | 6'235'140 CHF | 99.90% | 99.90% |
14.05.2024 | 0.04% | 24.78 CHF | 24.79 CHF | 250'000 | 250'000 | 249'949 | 249'949 | 6'185'820 CHF | 6'188'320 CHF | 99.73% | 99.73% |
13.05.2024 | 0.04% | 24.77 CHF | 24.78 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'197'550 CHF | 6'200'050 CHF | 100.00% | 100.00% |
10.05.2024 | 0.04% | 24.69 CHF | 24.70 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'199'620 CHF | 6'202'120 CHF | 99.99% | 99.99% |
08.05.2024 | 0.04% | 24.44 CHF | 24.45 CHF | 250'000 | 250'000 | 249'953 | 249'953 | 6'102'580 CHF | 6'105'080 CHF | 99.67% | 99.67% |
07.05.2024 | 0.04% | 24.49 CHF | 24.50 CHF | 250'000 | 250'000 | 249'883 | 249'883 | 6'098'190 CHF | 6'100'690 CHF | 99.72% | 99.72% |
06.05.2024 | 0.04% | 24.11 CHF | 24.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'002'530 CHF | 6'005'030 CHF | 100.00% | 100.00% |
03.05.2024 | 0.04% | 23.62 CHF | 23.63 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'895'100 CHF | 5'897'600 CHF | 99.61% | 99.61% |
02.05.2024 | 0.04% | 23.32 CHF | 23.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'826'680 CHF | 5'829'180 CHF | 99.53% | 99.53% |