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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.05% | 20.57 CHF | 20.58 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'162'940 CHF | 5'165'440 CHF | 99.99% | 99.99% |
08.05.2024 | 0.05% | 20.54 CHF | 20.55 CHF | 250'000 | 250'000 | 249'955 | 249'955 | 5'121'260 CHF | 5'123'760 CHF | 96.62% | 96.62% |
07.05.2024 | 0.05% | 20.59 CHF | 20.60 CHF | 250'000 | 250'000 | 249'888 | 249'888 | 5'118'030 CHF | 5'120'530 CHF | 98.39% | 98.39% |
06.05.2024 | 0.05% | 20.28 CHF | 20.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'047'080 CHF | 5'049'580 CHF | 100.00% | 100.00% |
03.05.2024 | 0.05% | 19.92 CHF | 19.93 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'951'920 CHF | 4'954'420 CHF | 99.83% | 99.83% |
02.05.2024 | 0.05% | 19.49 CHF | 19.50 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'866'630 CHF | 4'869'130 CHF | 99.54% | 99.54% |
30.04.2024 | 0.05% | 19.92 CHF | 19.93 CHF | 250'000 | 250'000 | 249'776 | 249'776 | 5'001'360 CHF | 5'003'860 CHF | 99.99% | 99.99% |
29.04.2024 | 0.05% | 20.00 CHF | 20.01 CHF | 250'000 | 250'000 | 249'947 | 249'947 | 5'009'500 CHF | 5'012'000 CHF | 99.56% | 99.56% |
26.04.2024 | 0.05% | 20.01 CHF | 20.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'950'510 CHF | 4'953'010 CHF | 99.10% | 99.10% |
25.04.2024 | 0.05% | 19.17 CHF | 19.18 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'816'070 CHF | 4'818'570 CHF | 100.00% | 100.00% |