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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.04.2024 | 0.07% | 14.67 CHF | 14.68 CHF | 450'000 | 450'000 | 449'938 | 449'938 | 6'655'030 CHF | 6'659'530 CHF | 94.46% | 94.46% |
23.04.2024 | 0.07% | 14.75 CHF | 14.76 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'571'700 CHF | 6'576'200 CHF | 99.99% | 99.99% |
22.04.2024 | 0.07% | 14.32 CHF | 14.33 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'498'280 CHF | 6'502'780 CHF | 100.00% | 100.00% |
19.04.2024 | 0.07% | 14.25 CHF | 14.26 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'319'390 CHF | 6'323'890 CHF | 100.00% | 100.00% |
18.04.2024 | 0.07% | 14.39 CHF | 14.40 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'373'350 CHF | 6'377'850 CHF | 99.98% | 99.98% |
17.04.2024 | 0.07% | 14.12 CHF | 14.13 CHF | 450'000 | 450'000 | 449'101 | 449'101 | 6'391'770 CHF | 6'396'270 CHF | 100.00% | 100.00% |
16.04.2024 | 0.07% | 14.17 CHF | 14.18 CHF | 450'000 | 450'000 | 449'219 | 449'219 | 6'375'070 CHF | 6'379'570 CHF | 99.80% | 99.80% |
15.04.2024 | 0.07% | 14.43 CHF | 14.44 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'534'260 CHF | 6'538'760 CHF | 99.82% | 99.82% |
12.04.2024 | 0.07% | 14.44 CHF | 14.45 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'617'340 CHF | 6'621'840 CHF | 100.00% | 100.00% |
11.04.2024 | 0.07% | 14.58 CHF | 14.59 CHF | 450'000 | 450'000 | 449'924 | 449'924 | 6'620'340 CHF | 6'624'840 CHF | 99.86% | 99.86% |