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% | 25.22 CHF | 25.23 CHF | 250'000 | 250'000 | 249'788 | 249'788 | 6'274'640 CHF | 6'277'140 CHF | 100.00% | 100.00% |
15.05.2024 | 0.04% | 24.95 CHF | 24.96 CHF | 250'000 | 250'000 | 249'520 | 249'520 | 6'153'630 CHF | 6'156'130 CHF | 99.89% | 99.89% |
14.05.2024 | 0.04% | 24.46 CHF | 24.47 CHF | 250'000 | 250'000 | 249'953 | 249'953 | 6'106'460 CHF | 6'108'960 CHF | 99.75% | 99.75% |
13.05.2024 | 0.04% | 24.45 CHF | 24.46 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'118'230 CHF | 6'120'730 CHF | 100.00% | 100.00% |
10.05.2024 | 0.04% | 24.37 CHF | 24.38 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'120'310 CHF | 6'122'810 CHF | 99.99% | 99.99% |
08.05.2024 | 0.04% | 24.13 CHF | 24.14 CHF | 250'000 | 250'000 | 249'956 | 249'956 | 6'023'200 CHF | 6'025'700 CHF | 99.67% | 99.67% |
07.05.2024 | 0.04% | 24.18 CHF | 24.19 CHF | 250'000 | 250'000 | 249'871 | 249'871 | 6'018'570 CHF | 6'021'070 CHF | 99.72% | 99.72% |
06.05.2024 | 0.04% | 23.79 CHF | 23.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'923'400 CHF | 5'925'900 CHF | 100.00% | 100.00% |
03.05.2024 | 0.04% | 23.30 CHF | 23.31 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'815'870 CHF | 5'818'370 CHF | 99.56% | 99.56% |
02.05.2024 | 0.04% | 23.00 CHF | 23.01 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'747'040 CHF | 5'749'540 CHF | 99.54% | 99.54% |