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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.04.2024 | 0.06% | 17.76 CHF | 17.77 CHF | 225'000 | 225'000 | 224'970 | 224'970 | 4'022'160 CHF | 4'024'410 CHF | 94.46% | 94.46% |
23.04.2024 | 0.06% | 17.82 CHF | 17.83 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'978'320 CHF | 3'980'570 CHF | 100.00% | 100.00% |
22.04.2024 | 0.06% | 17.40 CHF | 17.41 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'941'500 CHF | 3'943'750 CHF | 99.98% | 99.98% |
19.04.2024 | 0.06% | 17.31 CHF | 17.32 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'849'420 CHF | 3'851'670 CHF | 99.97% | 99.97% |
18.04.2024 | 0.06% | 17.47 CHF | 17.48 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'877'070 CHF | 3'879'320 CHF | 100.00% | 100.00% |
17.04.2024 | 0.06% | 17.20 CHF | 17.21 CHF | 225'000 | 225'000 | 224'568 | 224'568 | 3'886'230 CHF | 3'888'480 CHF | 99.99% | 99.99% |
16.04.2024 | 0.06% | 17.24 CHF | 17.25 CHF | 225'000 | 225'000 | 224'622 | 224'622 | 3'879'090 CHF | 3'881'340 CHF | 99.82% | 99.82% |
15.04.2024 | 0.06% | 17.51 CHF | 17.52 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'959'830 CHF | 3'962'080 CHF | 99.81% | 99.81% |
12.04.2024 | 0.06% | 17.51 CHF | 17.52 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'000'140 CHF | 4'002'390 CHF | 100.00% | 100.00% |
11.04.2024 | 0.06% | 17.65 CHF | 17.66 CHF | 225'000 | 225'000 | 224'962 | 224'962 | 4'001'220 CHF | 4'003'470 CHF | 99.87% | 99.87% |