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% | 15.76 CHF | 15.77 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'804'300 CHF | 5'808'050 CHF | 100.00% | 100.00% |
08.10.2024 | 0.07% | 15.42 CHF | 15.43 CHF | 375'000 | 375'000 | 373'771 | 373'771 | 5'733'930 CHF | 5'737'680 CHF | 100.00% | 100.00% |
07.10.2024 | 0.06% | 15.46 CHF | 15.47 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'781'990 CHF | 5'785'740 CHF | 100.00% | 100.00% |
04.10.2024 | 0.07% | 15.56 CHF | 15.57 CHF | 375'000 | 375'000 | 371'965 | 371'965 | 5'740'440 CHF | 5'744'180 CHF | 99.80% | 99.80% |
03.10.2024 | 0.07% | 15.27 CHF | 15.28 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'758'150 CHF | 5'761'900 CHF | 99.32% | 99.32% |
02.10.2024 | 0.06% | 15.51 CHF | 15.52 CHF | 375'000 | 375'000 | 374'998 | 374'998 | 5'828'410 CHF | 5'832'160 CHF | 98.78% | 98.78% |
01.10.2024 | 0.06% | 15.55 CHF | 15.56 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'984'710 CHF | 5'988'460 CHF | 99.99% | 99.99% |
30.09.2024 | 0.06% | 16.03 CHF | 16.04 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'016'860 CHF | 6'020'610 CHF | 99.52% | 99.52% |
27.09.2024 | 0.06% | 16.24 CHF | 16.25 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'029'660 CHF | 6'033'410 CHF | 100.00% | 100.00% |
26.09.2024 | 0.06% | 15.83 CHF | 15.84 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'895'580 CHF | 5'899'330 CHF | 100.00% | 100.00% |