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% | 22.93 CHF | 22.94 CHF | 250'000 | 250'000 | 249'794 | 249'794 | 5'704'210 CHF | 5'706'710 CHF | 100.00% | 100.00% |
15.05.2024 | 0.04% | 22.66 CHF | 22.67 CHF | 250'000 | 250'000 | 249'517 | 249'517 | 5'582'550 CHF | 5'585'050 CHF | 99.91% | 99.91% |
14.05.2024 | 0.05% | 22.17 CHF | 22.18 CHF | 250'000 | 250'000 | 249'949 | 249'949 | 5'532'940 CHF | 5'535'440 CHF | 99.74% | 99.74% |
13.05.2024 | 0.05% | 22.16 CHF | 22.17 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'545'390 CHF | 5'547'890 CHF | 100.00% | 100.00% |
10.05.2024 | 0.05% | 22.08 CHF | 22.09 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'547'700 CHF | 5'550'200 CHF | 99.99% | 99.99% |
08.05.2024 | 0.05% | 21.83 CHF | 21.84 CHF | 250'000 | 250'000 | 249'953 | 249'953 | 5'449'760 CHF | 5'452'260 CHF | 99.67% | 99.67% |
07.05.2024 | 0.05% | 21.89 CHF | 21.90 CHF | 250'000 | 250'000 | 249'884 | 249'884 | 5'446'730 CHF | 5'449'230 CHF | 99.72% | 99.72% |
06.05.2024 | 0.05% | 21.51 CHF | 21.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'352'410 CHF | 5'354'910 CHF | 100.00% | 100.00% |
03.05.2024 | 0.05% | 21.02 CHF | 21.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'244'550 CHF | 5'247'050 CHF | 99.64% | 99.64% |
02.05.2024 | 0.05% | 20.69 CHF | 20.70 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'172'050 CHF | 5'174'550 CHF | 99.56% | 99.56% |