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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.10.2024 | 0.07% | 14.02 CHF | 14.03 CHF | 375'000 | 375'000 | 373'750 | 373'750 | 5'211'640 CHF | 5'215'400 CHF | 100.00% | 100.00% |
07.10.2024 | 0.07% | 14.06 CHF | 14.07 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'258'630 CHF | 5'262'380 CHF | 100.00% | 100.00% |
04.10.2024 | 0.07% | 14.17 CHF | 14.18 CHF | 375'000 | 375'000 | 371'977 | 371'977 | 5'221'220 CHF | 5'224'960 CHF | 99.79% | 99.79% |
03.10.2024 | 0.07% | 13.87 CHF | 13.88 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'235'280 CHF | 5'239'030 CHF | 99.32% | 99.32% |
02.10.2024 | 0.07% | 14.12 CHF | 14.13 CHF | 375'000 | 375'000 | 374'998 | 374'998 | 5'306'400 CHF | 5'310'150 CHF | 98.78% | 98.78% |
01.10.2024 | 0.07% | 14.16 CHF | 14.17 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'462'480 CHF | 5'466'230 CHF | 99.97% | 99.97% |
30.09.2024 | 0.07% | 14.63 CHF | 14.64 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'492'240 CHF | 5'495'990 CHF | 99.52% | 99.52% |
27.09.2024 | 0.07% | 14.84 CHF | 14.85 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'506'160 CHF | 5'509'910 CHF | 100.00% | 100.00% |
26.09.2024 | 0.07% | 14.43 CHF | 14.44 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'369'910 CHF | 5'373'660 CHF | 100.00% | 100.00% |
25.09.2024 | 0.07% | 13.90 CHF | 13.91 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'213'810 CHF | 5'217'560 CHF | 100.00% | 100.00% |