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 | 0.06% | 17.28 CHF | 17.29 CHF | 250'000 | 250'000 | 249'513 | 249'513 | 4'238'780 CHF | 4'241'280 CHF | 99.91% | 99.91% |
14.05.2024 | 0.06% | 16.78 CHF | 16.79 CHF | 250'000 | 250'000 | 249'950 | 249'950 | 4'183'480 CHF | 4'185'980 CHF | 99.70% | 99.70% |
13.05.2024 | 0.06% | 16.76 CHF | 16.77 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'197'490 CHF | 4'199'990 CHF | 100.00% | 100.00% |
10.05.2024 | 0.06% | 16.69 CHF | 16.70 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'200'210 CHF | 4'202'710 CHF | 100.00% | 100.00% |
08.05.2024 | 0.06% | 16.43 CHF | 16.44 CHF | 250'000 | 250'000 | 249'951 | 249'951 | 4'100'370 CHF | 4'102'870 CHF | 99.67% | 99.67% |
07.05.2024 | 0.06% | 16.50 CHF | 16.51 CHF | 250'000 | 250'000 | 249'870 | 249'870 | 4'100'170 CHF | 4'102'670 CHF | 99.72% | 99.72% |
06.05.2024 | 0.06% | 16.13 CHF | 16.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'008'860 CHF | 4'011'360 CHF | 100.00% | 100.00% |
03.05.2024 | 0.06% | 15.65 CHF | 15.66 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'899'980 CHF | 3'902'480 CHF | 99.61% | 99.61% |
02.05.2024 | 0.07% | 15.28 CHF | 15.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'818'830 CHF | 3'821'330 CHF | 99.61% | 99.61% |
30.04.2024 | 0.06% | 15.68 CHF | 15.69 CHF | 250'000 | 250'000 | 249'769 | 249'769 | 3'959'900 CHF | 3'962'400 CHF | 99.51% | 99.51% |