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% | 18.43 CHF | 18.44 CHF | 250'000 | 250'000 | 249'793 | 249'793 | 4'582'300 CHF | 4'584'800 CHF | 100.00% | 100.00% |
15.05.2024 | 0.06% | 18.16 CHF | 18.17 CHF | 250'000 | 250'000 | 249'505 | 249'505 | 4'459'580 CHF | 4'462'080 CHF | 99.91% | 99.91% |
14.05.2024 | 0.06% | 17.66 CHF | 17.67 CHF | 250'000 | 250'000 | 249'953 | 249'953 | 4'405'320 CHF | 4'407'820 CHF | 99.73% | 99.73% |
13.05.2024 | 0.06% | 17.65 CHF | 17.66 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'419'090 CHF | 4'421'590 CHF | 100.00% | 100.00% |
10.05.2024 | 0.06% | 17.57 CHF | 17.58 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'421'690 CHF | 4'424'190 CHF | 99.99% | 99.99% |
08.05.2024 | 0.06% | 17.32 CHF | 17.33 CHF | 250'000 | 250'000 | 249'956 | 249'956 | 4'322'310 CHF | 4'324'810 CHF | 99.67% | 99.67% |
07.05.2024 | 0.06% | 17.39 CHF | 17.40 CHF | 250'000 | 250'000 | 249'888 | 249'888 | 4'321'750 CHF | 4'324'250 CHF | 99.73% | 99.73% |
06.05.2024 | 0.06% | 17.01 CHF | 17.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'229'730 CHF | 4'232'230 CHF | 100.00% | 100.00% |
03.05.2024 | 0.06% | 16.54 CHF | 16.55 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'121'050 CHF | 4'123'550 CHF | 99.64% | 99.64% |
02.05.2024 | 0.06% | 16.17 CHF | 16.18 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'041'360 CHF | 4'043'860 CHF | 99.54% | 99.54% |