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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.04% | 26.59 CHF | 26.60 CHF | 250'000 | 250'000 | 248'645 | 248'645 | 6'652'870 CHF | 6'655'370 CHF | 99.98% | 99.98% |
22.05.2024 | 0.04% | 26.68 CHF | 26.69 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'655'110 CHF | 6'657'610 CHF | 100.00% | 100.00% |
21.05.2024 | 0.04% | 26.46 CHF | 26.47 CHF | 250'000 | 250'000 | 249'830 | 249'830 | 6'604'670 CHF | 6'607'170 CHF | 99.80% | 99.80% |
17.05.2024 | 0.04% | 26.29 CHF | 26.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'579'140 CHF | 6'581'640 CHF | 100.00% | 100.00% |
16.05.2024 | 0.04% | 26.39 CHF | 26.40 CHF | 250'000 | 250'000 | 249'803 | 249'803 | 6'566'810 CHF | 6'569'310 CHF | 100.00% | 100.00% |
15.05.2024 | 0.04% | 26.11 CHF | 26.12 CHF | 250'000 | 250'000 | 249'520 | 249'520 | 6'445'600 CHF | 6'448'100 CHF | 99.89% | 99.89% |
14.05.2024 | 0.04% | 25.63 CHF | 25.64 CHF | 250'000 | 250'000 | 249'950 | 249'950 | 6'399'580 CHF | 6'402'080 CHF | 99.70% | 99.70% |
13.05.2024 | 0.04% | 25.63 CHF | 25.64 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'411'120 CHF | 6'413'620 CHF | 100.00% | 100.00% |
10.05.2024 | 0.04% | 25.54 CHF | 25.55 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'413'090 CHF | 6'415'590 CHF | 99.99% | 99.99% |
08.05.2024 | 0.04% | 25.30 CHF | 25.31 CHF | 250'000 | 250'000 | 249'951 | 249'951 | 6'316'230 CHF | 6'318'730 CHF | 99.67% | 99.67% |