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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.04.2024 | 0.07% | 14.96 CHF | 14.97 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'667'160 CHF | 6'671'660 CHF | 99.99% | 99.99% |
22.04.2024 | 0.07% | 14.53 CHF | 14.54 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'593'630 CHF | 6'598'130 CHF | 100.00% | 100.00% |
19.04.2024 | 0.07% | 14.46 CHF | 14.47 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'414'400 CHF | 6'418'900 CHF | 99.98% | 99.98% |
18.04.2024 | 0.07% | 14.60 CHF | 14.61 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'468'440 CHF | 6'472'940 CHF | 99.98% | 99.98% |
17.04.2024 | 0.07% | 14.33 CHF | 14.34 CHF | 450'000 | 450'000 | 449'116 | 449'116 | 6'487'000 CHF | 6'491'500 CHF | 99.98% | 99.98% |
16.04.2024 | 0.07% | 14.38 CHF | 14.39 CHF | 450'000 | 450'000 | 449'230 | 449'230 | 6'470'420 CHF | 6'474'920 CHF | 99.82% | 99.82% |
15.04.2024 | 0.07% | 14.64 CHF | 14.65 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'629'650 CHF | 6'634'150 CHF | 99.82% | 99.82% |
12.04.2024 | 0.07% | 14.65 CHF | 14.66 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'712'620 CHF | 6'717'120 CHF | 100.00% | 100.00% |
11.04.2024 | 0.07% | 14.79 CHF | 14.80 CHF | 450'000 | 450'000 | 449'928 | 449'928 | 6'715'630 CHF | 6'720'130 CHF | 99.86% | 99.86% |
10.04.2024 | 0.07% | 14.99 CHF | 15.00 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'836'030 CHF | 6'840'530 CHF | 99.68% | 99.68% |