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 | 0.06% | 17.28 CHF | 17.29 CHF | 225'000 | 225'000 | 224'825 | 224'825 | 3'865'050 CHF | 3'867'300 CHF | 100.00% | 100.00% |
15.05.2024 | 0.06% | 17.09 CHF | 17.10 CHF | 225'000 | 225'000 | 224'559 | 224'559 | 3'803'080 CHF | 3'805'330 CHF | 100.00% | 100.00% |
14.05.2024 | 0.06% | 16.82 CHF | 16.83 CHF | 225'000 | 225'000 | 224'973 | 224'973 | 3'788'880 CHF | 3'791'130 CHF | 99.72% | 99.72% |
13.05.2024 | 0.06% | 16.92 CHF | 16.93 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'808'160 CHF | 3'810'400 CHF | 100.00% | 100.00% |
10.05.2024 | 0.06% | 16.85 CHF | 16.86 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'798'210 CHF | 3'800'460 CHF | 99.99% | 99.99% |
08.05.2024 | 0.06% | 16.41 CHF | 16.42 CHF | 225'000 | 225'000 | 224'953 | 224'953 | 3'678'660 CHF | 3'680'910 CHF | 99.67% | 99.67% |
07.05.2024 | 0.06% | 16.39 CHF | 16.40 CHF | 225'000 | 225'000 | 224'896 | 224'896 | 3'677'250 CHF | 3'679'500 CHF | 99.72% | 99.72% |
06.05.2024 | 0.06% | 16.18 CHF | 16.19 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'647'950 CHF | 3'650'200 CHF | 100.00% | 100.00% |
03.05.2024 | 0.06% | 16.00 CHF | 16.01 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'609'000 CHF | 3'611'250 CHF | 99.81% | 99.81% |
02.05.2024 | 0.06% | 15.77 CHF | 15.78 CHF | 225'000 | 225'000 | 228'250 | 228'250 | 3'581'100 CHF | 3'583'380 CHF | 99.64% | 99.64% |