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% | 16.75 CHF | 16.76 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'228'230 CHF | 6'231'980 CHF | 99.09% | 99.09% |
25.04.2024 | 0.06% | 16.31 CHF | 16.32 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'141'800 CHF | 6'145'550 CHF | 99.93% | 99.93% |
24.04.2024 | 0.06% | 16.57 CHF | 16.58 CHF | 375'000 | 375'000 | 374'918 | 374'918 | 6'289'410 CHF | 6'293'160 CHF | 100.00% | 100.00% |
23.04.2024 | 0.06% | 16.66 CHF | 16.67 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'166'810 CHF | 6'170'560 CHF | 100.00% | 100.00% |
22.04.2024 | 0.06% | 16.05 CHF | 16.06 CHF | 375'000 | 375'000 | 374'873 | 374'873 | 6'004'980 CHF | 6'008'730 CHF | 99.99% | 99.99% |
19.04.2024 | 0.06% | 15.86 CHF | 15.87 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'911'850 CHF | 5'915'600 CHF | 99.57% | 99.57% |
18.04.2024 | 0.06% | 16.10 CHF | 16.11 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'979'190 CHF | 5'982'940 CHF | 99.97% | 99.97% |
17.04.2024 | 0.06% | 15.99 CHF | 16.00 CHF | 375'000 | 375'000 | 374'322 | 374'322 | 6'013'740 CHF | 6'017'490 CHF | 100.00% | 100.00% |
16.04.2024 | 0.06% | 15.87 CHF | 15.88 CHF | 375'000 | 375'000 | 374'332 | 374'332 | 5'972'860 CHF | 5'976'610 CHF | 99.94% | 99.94% |
15.04.2024 | 0.06% | 16.41 CHF | 16.42 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'223'720 CHF | 6'227'470 CHF | 99.82% | 99.82% |