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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.05.2024 | 0.06% | 15.78 CHF | 15.79 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'558'840 CHF | 3'561'090 CHF | 99.80% | 99.80% |
02.05.2024 | 0.06% | 15.54 CHF | 15.55 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'959'970 CHF | 6'964'470 CHF | 99.55% | 99.55% |
30.04.2024 | 0.06% | 15.58 CHF | 15.59 CHF | 450'000 | 450'000 | 225'529 | 225'529 | 3'545'020 CHF | 3'547'280 CHF | 100.00% | 100.00% |
29.04.2024 | 0.06% | 15.69 CHF | 15.70 CHF | 225'000 | 225'000 | 224'967 | 224'967 | 3'535'460 CHF | 3'537'710 CHF | 99.61% | 99.61% |
26.04.2024 | 0.06% | 15.64 CHF | 15.65 CHF | 225'000 | 225'000 | 381'067 | 381'067 | 5'938'980 CHF | 5'942'790 CHF | 99.63% | 99.63% |
25.04.2024 | 0.06% | 15.32 CHF | 15.33 CHF | 450'000 | 450'000 | 301'159 | 301'159 | 4'688'250 CHF | 4'691'260 CHF | 99.98% | 99.98% |
24.04.2024 | 0.06% | 15.81 CHF | 15.82 CHF | 225'000 | 225'000 | 224'969 | 224'969 | 3'583'640 CHF | 3'585'890 CHF | 94.46% | 94.46% |
23.04.2024 | 0.06% | 15.88 CHF | 15.89 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'541'190 CHF | 3'543'440 CHF | 99.99% | 99.99% |
22.04.2024 | 0.06% | 15.46 CHF | 15.47 CHF | 450'000 | 450'000 | 337'601 | 337'601 | 5'253'100 CHF | 5'256'480 CHF | 100.00% | 100.00% |
19.04.2024 | 0.07% | 15.38 CHF | 15.39 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'827'920 CHF | 6'832'420 CHF | 99.97% | 99.97% |