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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.03.2024 | 0.06% | 16.99 CHF | 17.00 CHF | 225'000 | 225'000 | 224'805 | 224'805 | 3'824'250 CHF | 3'826'500 CHF | 100.00% | 100.00% |
26.03.2024 | 0.06% | 16.90 CHF | 16.91 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'793'590 CHF | 3'795'840 CHF | 99.03% | 99.03% |
25.03.2024 | 0.06% | 16.78 CHF | 16.79 CHF | 225'000 | 225'000 | 224'641 | 224'641 | 3'774'220 CHF | 3'776'470 CHF | 100.00% | 100.00% |
22.03.2024 | 0.06% | 16.96 CHF | 16.97 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'860'620 CHF | 3'862'870 CHF | 100.00% | 100.00% |
21.03.2024 | 0.06% | 17.24 CHF | 17.25 CHF | 225'000 | 225'000 | 224'469 | 224'469 | 3'821'330 CHF | 3'823'580 CHF | 99.74% | 99.74% |
20.03.2024 | 0.06% | 16.45 CHF | 16.46 CHF | 225'000 | 225'000 | 224'616 | 224'616 | 3'687'250 CHF | 3'689'500 CHF | 100.00% | 100.00% |
19.03.2024 | 0.06% | 16.28 CHF | 16.29 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'626'180 CHF | 3'628'430 CHF | 100.00% | 100.00% |
18.03.2024 | 0.06% | 16.15 CHF | 16.16 CHF | 225'000 | 225'000 | 224'812 | 224'812 | 3'603'440 CHF | 3'605'700 CHF | 99.85% | 99.85% |
15.03.2024 | 0.06% | 15.98 CHF | 15.99 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'629'750 CHF | 3'632'000 CHF | 99.98% | 99.98% |
14.03.2024 | 0.06% | 16.15 CHF | 16.16 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'658'790 CHF | 3'661'040 CHF | 99.82% | 99.82% |