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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.06% | 16.73 CHF | 16.74 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'262'980 CHF | 6'266'730 CHF | 100.00% | 100.00% |
10.05.2024 | 0.06% | 16.74 CHF | 16.75 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'304'770 CHF | 6'308'520 CHF | 100.00% | 100.00% |
08.05.2024 | 0.06% | 16.19 CHF | 16.20 CHF | 375'000 | 375'000 | 374'916 | 374'916 | 6'081'190 CHF | 6'084'940 CHF | 99.45% | 99.45% |
07.05.2024 | 0.06% | 16.14 CHF | 16.15 CHF | 375'000 | 375'000 | 374'761 | 374'761 | 5'944'970 CHF | 5'948'720 CHF | 100.00% | 100.00% |
06.05.2024 | 0.06% | 15.58 CHF | 15.59 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'808'470 CHF | 5'812'220 CHF | 99.72% | 99.72% |
03.05.2024 | 0.07% | 15.20 CHF | 15.21 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'705'960 CHF | 5'709'710 CHF | 99.42% | 99.42% |
02.05.2024 | 0.07% | 15.13 CHF | 15.14 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'679'850 CHF | 5'683'600 CHF | 99.56% | 99.56% |
30.04.2024 | 0.07% | 15.20 CHF | 15.21 CHF | 375'000 | 375'000 | 374'731 | 374'731 | 5'767'810 CHF | 5'771'560 CHF | 100.00% | 100.00% |
29.04.2024 | 0.07% | 15.55 CHF | 15.56 CHF | 375'000 | 375'000 | 372'316 | 372'316 | 5'807'600 CHF | 5'811'330 CHF | 99.56% | 99.56% |
26.04.2024 | 0.06% | 15.62 CHF | 15.63 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'803'370 CHF | 5'807'120 CHF | 99.14% | 99.14% |