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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.07% | 14.80 CHF | 14.81 CHF | 450'000 | 450'000 | 449'136 | 449'136 | 6'579'470 CHF | 6'583'970 CHF | 100.00% | 100.00% |
14.05.2024 | 0.07% | 14.54 CHF | 14.55 CHF | 450'000 | 450'000 | 449'946 | 449'946 | 6'546'500 CHF | 6'551'000 CHF | 99.71% | 99.71% |
13.05.2024 | 0.07% | 14.63 CHF | 14.64 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'586'090 CHF | 6'590'590 CHF | 100.00% | 100.00% |
10.05.2024 | 0.07% | 14.56 CHF | 14.57 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'566'550 CHF | 6'571'050 CHF | 99.99% | 99.99% |
08.05.2024 | 0.07% | 14.12 CHF | 14.13 CHF | 450'000 | 450'000 | 449'908 | 449'908 | 6'326'150 CHF | 6'330'650 CHF | 99.67% | 99.67% |
07.05.2024 | 0.07% | 14.10 CHF | 14.11 CHF | 450'000 | 450'000 | 449'784 | 449'784 | 6'325'250 CHF | 6'329'750 CHF | 99.72% | 99.72% |
06.05.2024 | 0.07% | 13.90 CHF | 13.91 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'269'010 CHF | 6'273'510 CHF | 100.00% | 100.00% |
03.05.2024 | 0.07% | 13.72 CHF | 13.73 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'190'330 CHF | 6'194'830 CHF | 99.92% | 99.92% |
02.05.2024 | 0.07% | 13.47 CHF | 13.48 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'026'540 CHF | 6'031'040 CHF | 99.57% | 99.57% |
30.04.2024 | 0.07% | 13.50 CHF | 13.51 CHF | 450'000 | 450'000 | 449'654 | 449'654 | 6'135'160 CHF | 6'139'660 CHF | 99.95% | 99.95% |