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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.10.2024 | 0.06% | 17.05 CHF | 17.06 CHF | 375'000 | 375'000 | 373'770 | 373'770 | 6'343'330 CHF | 6'347'080 CHF | 100.00% | 100.00% |
07.10.2024 | 0.06% | 17.08 CHF | 17.09 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'392'970 CHF | 6'396'720 CHF | 100.00% | 100.00% |
04.10.2024 | 0.06% | 17.20 CHF | 17.21 CHF | 375'000 | 375'000 | 371'968 | 371'968 | 6'346'770 CHF | 6'350'510 CHF | 99.79% | 99.79% |
03.10.2024 | 0.06% | 16.89 CHF | 16.90 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'368'560 CHF | 6'372'310 CHF | 99.32% | 99.32% |
02.10.2024 | 0.06% | 17.13 CHF | 17.14 CHF | 375'000 | 375'000 | 374'998 | 374'998 | 6'437'770 CHF | 6'441'520 CHF | 98.78% | 98.78% |
01.10.2024 | 0.06% | 17.17 CHF | 17.18 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'594'560 CHF | 6'598'310 CHF | 100.00% | 100.00% |
30.09.2024 | 0.06% | 17.66 CHF | 17.67 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'629'360 CHF | 6'633'110 CHF | 99.52% | 99.52% |
27.09.2024 | 0.06% | 17.87 CHF | 17.88 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'640'810 CHF | 6'644'560 CHF | 100.00% | 100.00% |
26.09.2024 | 0.06% | 17.47 CHF | 17.48 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'509'400 CHF | 6'513'150 CHF | 100.00% | 100.00% |
25.09.2024 | 0.06% | 16.94 CHF | 16.95 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'356'040 CHF | 6'359'790 CHF | 100.00% | 100.00% |