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% | 26.36 CHF | 26.37 CHF | 250'000 | 250'000 | 249'804 | 249'804 | 6'558'420 CHF | 6'560'920 CHF | 100.00% | 100.00% |
15.05.2024 | 0.04% | 26.08 CHF | 26.09 CHF | 250'000 | 250'000 | 249'512 | 249'512 | 6'436'930 CHF | 6'439'430 CHF | 99.90% | 99.90% |
14.05.2024 | 0.04% | 25.60 CHF | 25.61 CHF | 250'000 | 250'000 | 249'949 | 249'949 | 6'391'120 CHF | 6'393'620 CHF | 99.75% | 99.75% |
13.05.2024 | 0.04% | 25.59 CHF | 25.60 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'402'640 CHF | 6'405'140 CHF | 100.00% | 100.00% |
10.05.2024 | 0.04% | 25.51 CHF | 25.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'404'620 CHF | 6'407'120 CHF | 99.99% | 99.99% |
08.05.2024 | 0.04% | 25.27 CHF | 25.28 CHF | 250'000 | 250'000 | 249'953 | 249'953 | 6'307'860 CHF | 6'310'360 CHF | 99.67% | 99.67% |
07.05.2024 | 0.04% | 25.31 CHF | 25.32 CHF | 250'000 | 250'000 | 249'886 | 249'886 | 6'303'070 CHF | 6'305'570 CHF | 99.72% | 99.72% |
06.05.2024 | 0.04% | 24.93 CHF | 24.94 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'206'940 CHF | 6'209'440 CHF | 100.00% | 100.00% |
03.05.2024 | 0.04% | 24.43 CHF | 24.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'099'640 CHF | 6'102'140 CHF | 99.61% | 99.61% |
02.05.2024 | 0.04% | 24.14 CHF | 24.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'032'600 CHF | 6'035'100 CHF | 99.51% | 99.51% |