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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 0.13% | 15.24 CHF | 15.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'522'910 CHF | 1'524'910 CHF | 97.95% | 97.95% |
17.04.2024 | 0.13% | 15.44 CHF | 15.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'532'810 CHF | 1'534'810 CHF | 99.77% | 99.77% |
16.04.2024 | 0.13% | 15.12 CHF | 15.14 CHF | 100'000 | 100'000 | 99'836 | 99'836 | 1'512'730 CHF | 1'514'730 CHF | 91.90% | 91.90% |
15.04.2024 | 0.14% | 15.32 CHF | 15.34 CHF | 100'000 | 100'000 | 98'599 | 98'599 | 1'506'700 CHF | 1'508'700 CHF | 99.17% | 99.17% |
12.04.2024 | 0.13% | 16.14 CHF | 16.16 CHF | 100'000 | 100'000 | 99'990 | 99'990 | 1'597'920 CHF | 1'599'920 CHF | 99.14% | 99.14% |
11.04.2024 | 0.14% | 14.74 CHF | 14.76 CHF | 100'000 | 100'000 | 99'251 | 99'251 | 1'474'460 CHF | 1'476'470 CHF | 95.17% | 95.17% |
10.04.2024 | 0.16% | 14.88 CHF | 14.90 CHF | 100'000 | 100'000 | 96'813 | 96'813 | 1'435'000 CHF | 1'437'000 CHF | 89.24% | 89.24% |
09.04.2024 | 0.14% | 14.56 CHF | 14.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'480'140 CHF | 1'482'140 CHF | 99.91% | 99.91% |
08.04.2024 | 0.14% | 14.56 CHF | 14.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'452'560 CHF | 1'454'560 CHF | 99.96% | 99.96% |
05.04.2024 | 0.15% | 14.16 CHF | 14.18 CHF | 100'000 | 100'000 | 99'955 | 99'955 | 1'368'820 CHF | 1'370'820 CHF | 95.30% | 95.30% |