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% | 18.20 CHF | 18.21 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'720'660 CHF | 6'724'410 CHF | 100.00% | 100.00% |
08.10.2024 | 0.06% | 17.87 CHF | 17.88 CHF | 375'000 | 375'000 | 373'783 | 373'783 | 6'647'440 CHF | 6'651'190 CHF | 100.00% | 100.00% |
07.10.2024 | 0.06% | 17.90 CHF | 17.91 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'697'580 CHF | 6'701'330 CHF | 100.00% | 100.00% |
04.10.2024 | 0.06% | 18.01 CHF | 18.02 CHF | 375'000 | 375'000 | 371'971 | 371'971 | 6'649'140 CHF | 6'652'880 CHF | 99.79% | 99.79% |
03.10.2024 | 0.06% | 17.71 CHF | 17.72 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'672'860 CHF | 6'676'610 CHF | 99.32% | 99.32% |
02.10.2024 | 0.06% | 17.94 CHF | 17.95 CHF | 375'000 | 375'000 | 374'993 | 374'993 | 6'741'500 CHF | 6'745'250 CHF | 98.78% | 98.78% |
01.10.2024 | 0.05% | 17.97 CHF | 17.98 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'898'590 CHF | 6'902'340 CHF | 100.00% | 100.00% |
30.09.2024 | 0.05% | 18.47 CHF | 18.48 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'934'690 CHF | 6'938'440 CHF | 99.52% | 99.52% |
27.09.2024 | 0.05% | 18.68 CHF | 18.69 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'945'530 CHF | 6'949'280 CHF | 100.00% | 100.00% |
26.09.2024 | 0.06% | 18.29 CHF | 18.30 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'815'330 CHF | 6'819'080 CHF | 100.00% | 100.00% |