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% | 18.68 CHF | 18.69 CHF | 250'000 | 250'000 | 249'803 | 249'803 | 4'645'430 CHF | 4'647'930 CHF | 100.00% | 100.00% |
15.05.2024 | 0.06% | 18.42 CHF | 18.43 CHF | 250'000 | 250'000 | 249'517 | 249'517 | 4'522'790 CHF | 4'525'290 CHF | 99.89% | 99.89% |
14.05.2024 | 0.06% | 17.91 CHF | 17.92 CHF | 250'000 | 250'000 | 249'950 | 249'950 | 4'468'630 CHF | 4'471'130 CHF | 99.70% | 99.70% |
13.05.2024 | 0.06% | 17.90 CHF | 17.91 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'482'340 CHF | 4'484'840 CHF | 100.00% | 100.00% |
10.05.2024 | 0.06% | 17.83 CHF | 17.84 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'484'920 CHF | 4'487'420 CHF | 99.99% | 99.99% |
08.05.2024 | 0.06% | 17.57 CHF | 17.58 CHF | 250'000 | 250'000 | 249'953 | 249'953 | 4'385'510 CHF | 4'388'010 CHF | 99.67% | 99.67% |
07.05.2024 | 0.06% | 17.64 CHF | 17.65 CHF | 250'000 | 250'000 | 249'884 | 249'884 | 4'384'850 CHF | 4'387'350 CHF | 99.72% | 99.72% |
06.05.2024 | 0.06% | 17.27 CHF | 17.28 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'292'820 CHF | 4'295'320 CHF | 100.00% | 100.00% |
03.05.2024 | 0.06% | 16.79 CHF | 16.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'184'070 CHF | 4'186'570 CHF | 99.64% | 99.64% |
02.05.2024 | 0.06% | 16.42 CHF | 16.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'104'800 CHF | 4'107'300 CHF | 99.53% | 99.53% |