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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.06% | 17.28 CHF | 17.29 CHF | 250'000 | 250'000 | 249'798 | 249'798 | 4'294'550 CHF | 4'297'050 CHF | 100.00% | 100.00% |
15.05.2024 | 0.06% | 17.01 CHF | 17.02 CHF | 250'000 | 250'000 | 249'525 | 249'525 | 4'171'810 CHF | 4'174'310 CHF | 99.90% | 99.90% |
14.05.2024 | 0.06% | 16.51 CHF | 16.52 CHF | 250'000 | 250'000 | 249'951 | 249'951 | 4'116'140 CHF | 4'118'640 CHF | 99.73% | 99.73% |
13.05.2024 | 0.06% | 16.49 CHF | 16.50 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'130'140 CHF | 4'132'640 CHF | 100.00% | 100.00% |
10.05.2024 | 0.06% | 16.42 CHF | 16.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'132'840 CHF | 4'135'340 CHF | 99.99% | 99.99% |
08.05.2024 | 0.06% | 16.16 CHF | 16.17 CHF | 250'000 | 250'000 | 249'956 | 249'956 | 4'033'050 CHF | 4'035'550 CHF | 99.67% | 99.67% |
07.05.2024 | 0.06% | 16.23 CHF | 16.24 CHF | 250'000 | 250'000 | 249'884 | 249'884 | 4'033'110 CHF | 4'035'610 CHF | 99.73% | 99.73% |
06.05.2024 | 0.06% | 15.86 CHF | 15.87 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'941'700 CHF | 3'944'200 CHF | 100.00% | 100.00% |
03.05.2024 | 0.07% | 15.39 CHF | 15.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'832'730 CHF | 3'835'230 CHF | 99.59% | 99.59% |
02.05.2024 | 0.07% | 15.01 CHF | 15.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'751'300 CHF | 3'753'800 CHF | 99.53% | 99.53% |