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 |
---|---|---|---|---|---|---|---|---|---|---|---|
09.10.2024 | 0.06% | 18.44 CHF | 18.45 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'808'120 CHF | 6'811'870 CHF | 100.00% | 100.00% |
08.10.2024 | 0.06% | 18.10 CHF | 18.11 CHF | 375'000 | 375'000 | 373'776 | 373'776 | 6'734'430 CHF | 6'738'180 CHF | 100.00% | 100.00% |
07.10.2024 | 0.06% | 18.13 CHF | 18.14 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'784'870 CHF | 6'788'620 CHF | 100.00% | 100.00% |
04.10.2024 | 0.06% | 18.25 CHF | 18.26 CHF | 375'000 | 375'000 | 371'981 | 371'981 | 6'735'980 CHF | 6'739'720 CHF | 99.79% | 99.79% |
03.10.2024 | 0.06% | 17.94 CHF | 17.95 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'760'070 CHF | 6'763'820 CHF | 99.32% | 99.32% |
02.10.2024 | 0.05% | 18.18 CHF | 18.19 CHF | 375'000 | 375'000 | 374'997 | 374'997 | 6'828'670 CHF | 6'832'420 CHF | 98.78% | 98.78% |
01.10.2024 | 0.05% | 18.21 CHF | 18.22 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'985'690 CHF | 6'989'440 CHF | 100.00% | 100.00% |
30.09.2024 | 0.05% | 18.70 CHF | 18.71 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 7'022'280 CHF | 7'026'030 CHF | 99.52% | 99.52% |
27.09.2024 | 0.05% | 18.91 CHF | 18.92 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 7'032'940 CHF | 7'036'680 CHF | 100.00% | 100.00% |
26.09.2024 | 0.05% | 18.52 CHF | 18.53 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'903'400 CHF | 6'907'150 CHF | 99.35% | 99.35% |