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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 0.16% | 6.39 CHF | 6.40 CHF | 1'045'400 | 1'045'400 | 1'045'400 | 1'045'400 | 6'570'370 CHF | 6'580'830 CHF | 99.97% | 99.97% |
17.04.2024 | 0.16% | 6.31 CHF | 6.32 CHF | 1'045'600 | 1'045'600 | 1'043'580 | 1'043'580 | 6'654'290 CHF | 6'664'750 CHF | 100.00% | 100.00% |
16.04.2024 | 0.16% | 6.23 CHF | 6.24 CHF | 999'300 | 999'300 | 999'272 | 999'272 | 6'290'150 CHF | 6'300'140 CHF | 99.89% | 99.89% |
15.04.2024 | 0.15% | 6.63 CHF | 6.64 CHF | 1'014'100 | 1'014'100 | 1'014'100 | 1'014'100 | 6'859'610 CHF | 6'869'750 CHF | 99.83% | 99.83% |
12.04.2024 | 0.15% | 6.44 CHF | 6.45 CHF | 1'009'600 | 1'009'600 | 1'009'600 | 1'009'600 | 6'791'530 CHF | 6'801'620 CHF | 100.00% | 100.00% |
11.04.2024 | 0.15% | 6.56 CHF | 6.57 CHF | 985'100 | 985'100 | 985'090 | 985'090 | 6'600'230 CHF | 6'610'080 CHF | 99.31% | 99.31% |
10.04.2024 | 0.14% | 6.84 CHF | 6.85 CHF | 988'100 | 988'100 | 988'100 | 988'100 | 6'855'600 CHF | 6'865'480 CHF | 99.74% | 99.74% |
09.04.2024 | 0.14% | 6.82 CHF | 6.83 CHF | 948'000 | 948'000 | 948'000 | 948'000 | 6'635'320 CHF | 6'644'800 CHF | 100.00% | 100.00% |
08.04.2024 | 0.14% | 7.21 CHF | 7.22 CHF | 969'200 | 969'200 | 969'200 | 969'200 | 6'931'200 CHF | 6'940'890 CHF | 100.00% | 100.00% |
05.04.2024 | 0.14% | 6.94 CHF | 6.95 CHF | 932'300 | 932'300 | 932'300 | 932'300 | 6'455'400 CHF | 6'464'730 CHF | 99.98% | 99.98% |