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% | 16.82 CHF | 16.83 CHF | 375'000 | 375'000 | 373'793 | 373'793 | 6'256'620 CHF | 6'260'360 CHF | 100.00% | 100.00% |
07.10.2024 | 0.06% | 16.85 CHF | 16.86 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'305'560 CHF | 6'309'310 CHF | 100.00% | 100.00% |
04.10.2024 | 0.06% | 16.96 CHF | 16.97 CHF | 375'000 | 375'000 | 371'968 | 371'968 | 6'260'060 CHF | 6'263'800 CHF | 99.79% | 99.79% |
03.10.2024 | 0.06% | 16.66 CHF | 16.67 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'281'230 CHF | 6'284'980 CHF | 99.32% | 99.32% |
02.10.2024 | 0.06% | 16.90 CHF | 16.91 CHF | 375'000 | 375'000 | 374'991 | 374'991 | 6'350'500 CHF | 6'354'250 CHF | 98.78% | 98.78% |
01.10.2024 | 0.06% | 16.93 CHF | 16.94 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'507'360 CHF | 6'511'120 CHF | 100.00% | 100.00% |
30.09.2024 | 0.06% | 17.42 CHF | 17.43 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'541'770 CHF | 6'545'520 CHF | 99.52% | 99.52% |
27.09.2024 | 0.06% | 17.63 CHF | 17.64 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'553'490 CHF | 6'557'240 CHF | 100.00% | 100.00% |
26.09.2024 | 0.06% | 17.24 CHF | 17.25 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'421'580 CHF | 6'425'330 CHF | 100.00% | 100.00% |
25.09.2024 | 0.06% | 16.71 CHF | 16.72 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'267'990 CHF | 6'271'740 CHF | 100.00% | 100.00% |