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 | 0.05% | 19.03 CHF | 19.04 CHF | 250'000 | 250'000 | 249'867 | 249'867 | 4'731'430 CHF | 4'733'930 CHF | 100.00% | 100.00% |
15.05.2024 | 0.05% | 18.74 CHF | 18.75 CHF | 250'000 | 250'000 | 249'510 | 249'510 | 4'613'730 CHF | 4'616'230 CHF | 99.96% | 99.96% |
14.05.2024 | 0.05% | 18.34 CHF | 18.35 CHF | 250'000 | 250'000 | 249'953 | 249'953 | 4'565'910 CHF | 4'568'410 CHF | 99.80% | 99.80% |
13.05.2024 | 0.05% | 18.28 CHF | 18.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'562'580 CHF | 4'565'080 CHF | 100.00% | 100.00% |
10.05.2024 | 0.05% | 18.15 CHF | 18.16 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'556'550 CHF | 4'559'050 CHF | 100.00% | 100.00% |
08.05.2024 | 0.06% | 18.11 CHF | 18.12 CHF | 250'000 | 250'000 | 249'957 | 249'957 | 4'514'160 CHF | 4'516'660 CHF | 96.63% | 96.63% |
07.05.2024 | 0.06% | 18.17 CHF | 18.18 CHF | 250'000 | 250'000 | 249'888 | 249'888 | 4'512'210 CHF | 4'514'710 CHF | 98.40% | 98.40% |
06.05.2024 | 0.06% | 17.86 CHF | 17.87 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'442'510 CHF | 4'445'010 CHF | 100.00% | 100.00% |
03.05.2024 | 0.06% | 17.51 CHF | 17.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'346'970 CHF | 4'349'470 CHF | 99.84% | 99.84% |
02.05.2024 | 0.06% | 17.05 CHF | 17.06 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'257'800 CHF | 4'260'300 CHF | 99.56% | 99.56% |