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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.06% | 15.68 CHF | 15.69 CHF | 225'000 | 225'000 | 224'976 | 224'976 | 3'530'920 CHF | 3'533'170 CHF | 99.72% | 99.72% |
13.05.2024 | 0.06% | 15.78 CHF | 15.79 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'550'410 CHF | 3'552'660 CHF | 100.00% | 100.00% |
10.05.2024 | 0.06% | 15.71 CHF | 15.72 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'540'600 CHF | 3'542'850 CHF | 100.00% | 100.00% |
08.05.2024 | 0.07% | 15.26 CHF | 15.27 CHF | 450'000 | 450'000 | 449'906 | 449'906 | 6'841'240 CHF | 6'845'740 CHF | 99.67% | 99.67% |
07.05.2024 | 0.07% | 15.24 CHF | 15.25 CHF | 450'000 | 450'000 | 449'793 | 449'793 | 6'839'540 CHF | 6'844'040 CHF | 99.72% | 99.72% |
06.05.2024 | 0.07% | 15.04 CHF | 15.05 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'782'030 CHF | 6'786'530 CHF | 100.00% | 100.00% |
03.05.2024 | 0.07% | 14.86 CHF | 14.87 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'703'680 CHF | 6'708'180 CHF | 99.85% | 99.85% |
02.05.2024 | 0.07% | 14.62 CHF | 14.63 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'543'220 CHF | 6'547'720 CHF | 99.63% | 99.63% |
30.04.2024 | 0.07% | 14.65 CHF | 14.66 CHF | 450'000 | 450'000 | 449'603 | 449'603 | 6'650'810 CHF | 6'655'310 CHF | 99.96% | 99.96% |
29.04.2024 | 0.07% | 14.77 CHF | 14.78 CHF | 450'000 | 450'000 | 449'946 | 449'946 | 6'655'050 CHF | 6'659'550 CHF | 99.67% | 99.67% |