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% | 15.45 CHF | 15.46 CHF | 375'000 | 375'000 | 374'735 | 374'735 | 5'860'450 CHF | 5'864'200 CHF | 100.00% | 100.00% |
29.04.2024 | 0.07% | 15.79 CHF | 15.80 CHF | 375'000 | 375'000 | 372'316 | 372'316 | 5'899'340 CHF | 5'903'070 CHF | 99.63% | 99.63% |
26.04.2024 | 0.06% | 15.86 CHF | 15.87 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'895'890 CHF | 5'899'640 CHF | 99.14% | 99.14% |
25.04.2024 | 0.06% | 15.42 CHF | 15.43 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'809'280 CHF | 5'813'030 CHF | 99.98% | 99.98% |
24.04.2024 | 0.06% | 15.69 CHF | 15.70 CHF | 375'000 | 375'000 | 374'913 | 374'913 | 5'957'800 CHF | 5'961'550 CHF | 100.00% | 100.00% |
23.04.2024 | 0.06% | 15.78 CHF | 15.79 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'836'650 CHF | 5'840'400 CHF | 100.00% | 100.00% |
22.04.2024 | 0.07% | 15.17 CHF | 15.18 CHF | 375'000 | 375'000 | 374'902 | 374'902 | 5'676'290 CHF | 5'680'040 CHF | 100.00% | 100.00% |
19.04.2024 | 0.07% | 14.98 CHF | 14.99 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'583'460 CHF | 5'587'210 CHF | 99.56% | 99.56% |
18.04.2024 | 0.07% | 15.22 CHF | 15.23 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'650'180 CHF | 5'653'930 CHF | 99.97% | 99.97% |
17.04.2024 | 0.07% | 15.11 CHF | 15.12 CHF | 375'000 | 375'000 | 374'294 | 374'294 | 5'685'310 CHF | 5'689'060 CHF | 100.00% | 100.00% |