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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.06% | 16.64 CHF | 16.65 CHF | 375'000 | 375'000 | 374'912 | 374'912 | 6'249'050 CHF | 6'252'800 CHF | 99.45% | 99.45% |
07.05.2024 | 0.06% | 16.58 CHF | 16.59 CHF | 375'000 | 375'000 | 374'770 | 374'770 | 6'112'910 CHF | 6'116'660 CHF | 100.00% | 100.00% |
06.05.2024 | 0.06% | 16.03 CHF | 16.04 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'976'070 CHF | 5'979'820 CHF | 99.72% | 99.72% |
03.05.2024 | 0.06% | 15.65 CHF | 15.66 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'873'370 CHF | 5'877'120 CHF | 99.41% | 99.41% |
02.05.2024 | 0.06% | 15.58 CHF | 15.59 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'847'500 CHF | 5'851'240 CHF | 99.56% | 99.56% |
30.04.2024 | 0.06% | 15.65 CHF | 15.66 CHF | 375'000 | 375'000 | 374'720 | 374'720 | 5'935'480 CHF | 5'939'230 CHF | 99.99% | 99.99% |
29.04.2024 | 0.06% | 15.99 CHF | 16.00 CHF | 375'000 | 375'000 | 372'323 | 372'323 | 5'974'130 CHF | 5'977'850 CHF | 99.58% | 99.58% |
26.04.2024 | 0.06% | 16.06 CHF | 16.07 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'971'170 CHF | 5'974'920 CHF | 99.15% | 99.15% |
25.04.2024 | 0.06% | 15.62 CHF | 15.63 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'884'590 CHF | 5'888'340 CHF | 99.99% | 99.99% |
24.04.2024 | 0.06% | 15.89 CHF | 15.90 CHF | 375'000 | 375'000 | 374'921 | 374'921 | 6'033'010 CHF | 6'036'760 CHF | 100.00% | 100.00% |