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 |
---|---|---|---|---|---|---|---|---|---|---|---|
09.10.2024 | 0.06% | 16.22 CHF | 16.23 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'978'940 CHF | 5'982'690 CHF | 100.00% | 100.00% |
08.10.2024 | 0.06% | 15.89 CHF | 15.90 CHF | 375'000 | 375'000 | 373'757 | 373'757 | 5'907'770 CHF | 5'911'520 CHF | 100.00% | 100.00% |
07.10.2024 | 0.06% | 15.92 CHF | 15.93 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'956'440 CHF | 5'960'190 CHF | 100.00% | 100.00% |
04.10.2024 | 0.06% | 16.03 CHF | 16.04 CHF | 375'000 | 375'000 | 371'960 | 371'960 | 5'913'480 CHF | 5'917'220 CHF | 99.78% | 99.78% |
03.10.2024 | 0.06% | 15.73 CHF | 15.74 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'932'450 CHF | 5'936'200 CHF | 99.32% | 99.32% |
02.10.2024 | 0.06% | 15.97 CHF | 15.98 CHF | 375'000 | 375'000 | 374'996 | 374'996 | 6'002'360 CHF | 6'006'100 CHF | 98.78% | 98.78% |
01.10.2024 | 0.06% | 16.01 CHF | 16.02 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'158'990 CHF | 6'162'740 CHF | 99.95% | 99.95% |
30.09.2024 | 0.06% | 16.49 CHF | 16.50 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'191'780 CHF | 6'195'530 CHF | 99.52% | 99.52% |
27.09.2024 | 0.06% | 16.70 CHF | 16.71 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'204'220 CHF | 6'207'970 CHF | 100.00% | 100.00% |
26.09.2024 | 0.06% | 16.30 CHF | 16.31 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'070'930 CHF | 6'074'680 CHF | 100.00% | 100.00% |