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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.07% | 14.46 CHF | 14.47 CHF | 250'000 | 250'000 | 249'493 | 249'493 | 3'544'550 CHF | 3'547'050 CHF | 99.96% | 99.96% |
14.05.2024 | 0.07% | 14.05 CHF | 14.06 CHF | 250'000 | 250'000 | 490'263 | 490'263 | 6'849'150 CHF | 6'854'050 CHF | 99.80% | 99.80% |
13.05.2024 | 0.07% | 13.99 CHF | 14.00 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'980'570 CHF | 6'985'570 CHF | 100.00% | 100.00% |
10.05.2024 | 0.07% | 13.86 CHF | 13.87 CHF | 500'000 | 500'000 | 498'626 | 498'626 | 6'949'910 CHF | 6'954'890 CHF | 99.99% | 99.99% |
08.05.2024 | 0.07% | 13.81 CHF | 13.82 CHF | 500'000 | 500'000 | 499'910 | 499'910 | 6'881'400 CHF | 6'886'400 CHF | 96.63% | 96.63% |
07.05.2024 | 0.07% | 13.88 CHF | 13.89 CHF | 500'000 | 500'000 | 499'646 | 499'646 | 6'880'490 CHF | 6'885'490 CHF | 98.40% | 98.40% |
06.05.2024 | 0.07% | 13.58 CHF | 13.59 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'747'310 CHF | 6'752'310 CHF | 100.00% | 100.00% |
03.05.2024 | 0.08% | 13.24 CHF | 13.25 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'554'680 CHF | 6'559'680 CHF | 99.82% | 99.82% |
02.05.2024 | 0.08% | 12.74 CHF | 12.75 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'362'690 CHF | 6'367'690 CHF | 99.56% | 99.56% |
30.04.2024 | 0.08% | 13.15 CHF | 13.16 CHF | 500'000 | 500'000 | 499'707 | 499'707 | 6'636'280 CHF | 6'641'280 CHF | 99.99% | 99.99% |