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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.06% | 16.05 CHF | 16.06 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'045'390 CHF | 6'049'140 CHF | 100.00% | 100.00% |
08.05.2024 | 0.06% | 15.50 CHF | 15.51 CHF | 375'000 | 375'000 | 374'916 | 374'916 | 5'822'140 CHF | 5'825'890 CHF | 99.45% | 99.45% |
07.05.2024 | 0.07% | 15.44 CHF | 15.45 CHF | 375'000 | 375'000 | 374'760 | 374'760 | 5'685'950 CHF | 5'689'700 CHF | 100.00% | 100.00% |
06.05.2024 | 0.07% | 14.89 CHF | 14.90 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'549'830 CHF | 5'553'580 CHF | 99.72% | 99.72% |
03.05.2024 | 0.07% | 14.51 CHF | 14.52 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'447'620 CHF | 5'451'380 CHF | 99.45% | 99.45% |
02.05.2024 | 0.07% | 14.44 CHF | 14.45 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'421'110 CHF | 5'424'860 CHF | 99.57% | 99.57% |
30.04.2024 | 0.07% | 14.51 CHF | 14.52 CHF | 375'000 | 375'000 | 374'731 | 374'731 | 5'508'880 CHF | 5'512'630 CHF | 100.00% | 100.00% |
29.04.2024 | 0.07% | 14.86 CHF | 14.87 CHF | 375'000 | 375'000 | 372'318 | 372'318 | 5'550'790 CHF | 5'554'510 CHF | 99.64% | 99.64% |
26.04.2024 | 0.07% | 14.93 CHF | 14.94 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'544'420 CHF | 5'548'170 CHF | 99.15% | 99.15% |
25.04.2024 | 0.07% | 14.49 CHF | 14.50 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'457'650 CHF | 5'461'400 CHF | 99.97% | 99.97% |