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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.04.2024 | 0.06% | 16.71 CHF | 16.72 CHF | 225'000 | 225'000 | 224'799 | 224'799 | 3'786'810 CHF | 3'789'060 CHF | 100.00% | 100.00% |
29.04.2024 | 0.06% | 16.81 CHF | 16.82 CHF | 225'000 | 225'000 | 224'967 | 224'967 | 3'788'450 CHF | 3'790'700 CHF | 99.63% | 99.63% |
26.04.2024 | 0.06% | 16.77 CHF | 16.78 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'761'980 CHF | 3'764'230 CHF | 99.62% | 99.62% |
25.04.2024 | 0.06% | 16.44 CHF | 16.45 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'769'450 CHF | 3'771'700 CHF | 99.98% | 99.98% |
24.04.2024 | 0.06% | 16.94 CHF | 16.95 CHF | 225'000 | 225'000 | 224'970 | 224'970 | 3'836'900 CHF | 3'839'150 CHF | 94.46% | 94.46% |
23.04.2024 | 0.06% | 17.00 CHF | 17.01 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'793'660 CHF | 3'795'910 CHF | 100.00% | 100.00% |
22.04.2024 | 0.06% | 16.58 CHF | 16.59 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'756'840 CHF | 3'759'090 CHF | 100.00% | 100.00% |
19.04.2024 | 0.06% | 16.50 CHF | 16.51 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'665'420 CHF | 3'667'670 CHF | 99.97% | 99.97% |
18.04.2024 | 0.06% | 16.65 CHF | 16.66 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'692'870 CHF | 3'695'120 CHF | 99.99% | 99.99% |
17.04.2024 | 0.06% | 16.38 CHF | 16.39 CHF | 225'000 | 225'000 | 224'559 | 224'559 | 3'702'020 CHF | 3'704'270 CHF | 99.99% | 99.99% |