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% | 19.82 CHF | 19.83 CHF | 250'000 | 250'000 | 249'804 | 249'804 | 4'929'130 CHF | 4'931'630 CHF | 100.00% | 100.00% |
15.05.2024 | 0.05% | 19.55 CHF | 19.56 CHF | 250'000 | 250'000 | 249'513 | 249'513 | 4'806'650 CHF | 4'809'150 CHF | 99.91% | 99.91% |
14.05.2024 | 0.05% | 19.05 CHF | 19.06 CHF | 250'000 | 250'000 | 249'950 | 249'950 | 4'753'760 CHF | 4'756'260 CHF | 99.70% | 99.70% |
13.05.2024 | 0.05% | 19.04 CHF | 19.05 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'767'130 CHF | 4'769'630 CHF | 100.00% | 100.00% |
10.05.2024 | 0.05% | 18.97 CHF | 18.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'769'620 CHF | 4'772'120 CHF | 100.00% | 100.00% |
08.05.2024 | 0.05% | 18.72 CHF | 18.73 CHF | 250'000 | 250'000 | 249'953 | 249'953 | 4'670'620 CHF | 4'673'120 CHF | 99.67% | 99.67% |
07.05.2024 | 0.05% | 18.78 CHF | 18.79 CHF | 250'000 | 250'000 | 249'887 | 249'887 | 4'669'380 CHF | 4'671'880 CHF | 99.72% | 99.72% |
06.05.2024 | 0.05% | 18.40 CHF | 18.41 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'576'650 CHF | 4'579'150 CHF | 100.00% | 100.00% |
03.05.2024 | 0.06% | 17.92 CHF | 17.93 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'468'200 CHF | 4'470'700 CHF | 99.65% | 99.65% |
02.05.2024 | 0.06% | 17.57 CHF | 17.58 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'390'700 CHF | 4'393'200 CHF | 99.59% | 99.59% |