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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.06% | 18.23 CHF | 18.24 CHF | 225'000 | 225'000 | 224'561 | 224'561 | 4'060'070 CHF | 4'062'320 CHF | 100.00% | 100.00% |
14.05.2024 | 0.06% | 17.97 CHF | 17.98 CHF | 225'000 | 225'000 | 224'975 | 224'975 | 4'047'040 CHF | 4'049'290 CHF | 99.71% | 99.71% |
13.05.2024 | 0.06% | 18.07 CHF | 18.08 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'065'860 CHF | 4'068'110 CHF | 100.00% | 100.00% |
10.05.2024 | 0.06% | 18.00 CHF | 18.01 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'055'930 CHF | 4'058'180 CHF | 99.99% | 99.99% |
08.05.2024 | 0.06% | 17.56 CHF | 17.57 CHF | 225'000 | 225'000 | 224'955 | 224'955 | 3'936'710 CHF | 3'938'960 CHF | 99.67% | 99.67% |
07.05.2024 | 0.06% | 17.53 CHF | 17.54 CHF | 225'000 | 225'000 | 224'896 | 224'896 | 3'934'630 CHF | 3'936'880 CHF | 99.72% | 99.72% |
06.05.2024 | 0.06% | 17.32 CHF | 17.33 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'904'900 CHF | 3'907'150 CHF | 100.00% | 100.00% |
03.05.2024 | 0.06% | 17.14 CHF | 17.15 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'866'060 CHF | 3'868'310 CHF | 99.86% | 99.86% |
02.05.2024 | 0.06% | 16.92 CHF | 16.93 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'789'100 CHF | 3'791'350 CHF | 99.63% | 99.63% |
30.04.2024 | 0.06% | 16.96 CHF | 16.97 CHF | 225'000 | 225'000 | 224'840 | 224'840 | 3'843'230 CHF | 3'845'480 CHF | 99.95% | 99.95% |