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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.10.2024 | 0.06% | 16.44 CHF | 16.45 CHF | 375'000 | 375'000 | 374'996 | 374'996 | 6'176'460 CHF | 6'180'200 CHF | 98.78% | 98.78% |
01.10.2024 | 0.06% | 16.47 CHF | 16.48 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'333'020 CHF | 6'336'770 CHF | 100.00% | 100.00% |
30.09.2024 | 0.06% | 16.96 CHF | 16.97 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'366'740 CHF | 6'370'490 CHF | 99.52% | 99.52% |
27.09.2024 | 0.06% | 17.17 CHF | 17.18 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'378'700 CHF | 6'382'440 CHF | 100.00% | 100.00% |
26.09.2024 | 0.06% | 16.77 CHF | 16.78 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'246'220 CHF | 6'249'970 CHF | 100.00% | 100.00% |
25.09.2024 | 0.06% | 16.24 CHF | 16.25 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'092'150 CHF | 6'095'900 CHF | 100.00% | 100.00% |
24.09.2024 | 0.06% | 16.29 CHF | 16.30 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'098'650 CHF | 6'102'400 CHF | 98.43% | 98.43% |
23.09.2024 | 0.06% | 15.99 CHF | 16.00 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'994'210 CHF | 5'997'960 CHF | 99.82% | 99.82% |
20.09.2024 | 0.06% | 15.91 CHF | 15.92 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'024'180 CHF | 6'027'940 CHF | 99.53% | 99.53% |
19.09.2024 | 0.06% | 16.31 CHF | 16.32 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'109'550 CHF | 6'113'300 CHF | 99.12% | 99.12% |