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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 0.07% | 14.04 CHF | 14.05 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'459'280 CHF | 3'461'780 CHF | 100.00% | 100.00% |
17.04.2024 | 0.07% | 13.98 CHF | 13.99 CHF | 250'000 | 250'000 | 249'535 | 249'535 | 3'530'480 CHF | 3'532'980 CHF | 99.95% | 99.95% |
16.04.2024 | 0.07% | 14.06 CHF | 14.07 CHF | 250'000 | 250'000 | 249'564 | 249'564 | 3'527'830 CHF | 3'530'330 CHF | 99.81% | 99.81% |
15.04.2024 | 0.07% | 14.79 CHF | 14.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'748'940 CHF | 3'751'440 CHF | 99.81% | 99.81% |
12.04.2024 | 0.07% | 14.92 CHF | 14.93 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'812'280 CHF | 3'814'780 CHF | 100.00% | 100.00% |
11.04.2024 | 0.07% | 14.99 CHF | 15.00 CHF | 250'000 | 250'000 | 249'960 | 249'960 | 3'750'070 CHF | 3'752'570 CHF | 99.88% | 99.88% |
10.04.2024 | 0.07% | 15.05 CHF | 15.06 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'823'810 CHF | 3'826'310 CHF | 99.67% | 99.67% |
09.04.2024 | 0.07% | 15.06 CHF | 15.07 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'836'770 CHF | 3'839'270 CHF | 99.99% | 99.99% |
08.04.2024 | 0.06% | 15.48 CHF | 15.49 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'849'240 CHF | 3'851'740 CHF | 99.98% | 99.98% |
05.04.2024 | 0.07% | 15.20 CHF | 15.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'757'570 CHF | 3'760'070 CHF | 99.99% | 99.99% |