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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.04.2024 | 0.06% | 16.33 CHF | 16.34 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'071'800 CHF | 6'075'550 CHF | 99.14% | 99.14% |
25.04.2024 | 0.06% | 15.89 CHF | 15.90 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'985'270 CHF | 5'989'020 CHF | 99.98% | 99.98% |
24.04.2024 | 0.06% | 16.16 CHF | 16.17 CHF | 375'000 | 375'000 | 374'918 | 374'918 | 6'133'370 CHF | 6'137'120 CHF | 100.00% | 100.00% |
23.04.2024 | 0.06% | 16.25 CHF | 16.26 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'011'400 CHF | 6'015'150 CHF | 100.00% | 100.00% |
22.04.2024 | 0.06% | 15.64 CHF | 15.65 CHF | 375'000 | 375'000 | 374'841 | 374'841 | 5'849'530 CHF | 5'853'280 CHF | 100.00% | 100.00% |
19.04.2024 | 0.07% | 15.45 CHF | 15.46 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'757'330 CHF | 5'761'080 CHF | 99.57% | 99.57% |
18.04.2024 | 0.06% | 15.68 CHF | 15.69 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'824'350 CHF | 5'828'100 CHF | 99.95% | 99.95% |
17.04.2024 | 0.06% | 15.58 CHF | 15.59 CHF | 375'000 | 375'000 | 374'231 | 374'231 | 5'857'950 CHF | 5'861'700 CHF | 99.99% | 99.99% |
16.04.2024 | 0.06% | 15.46 CHF | 15.47 CHF | 375'000 | 375'000 | 374'300 | 374'300 | 5'817'850 CHF | 5'821'600 CHF | 99.95% | 99.95% |
15.04.2024 | 0.06% | 16.00 CHF | 16.01 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'068'580 CHF | 6'072'330 CHF | 99.82% | 99.82% |