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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.09.2024 | 0.05% | 18.76 CHF | 18.77 CHF | 225'000 | 225'000 | 224'704 | 224'704 | 4'205'970 CHF | 4'208'220 CHF | 98.06% | 98.06% |
12.09.2024 | 0.05% | 18.40 CHF | 18.41 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'144'870 CHF | 4'147'120 CHF | 99.74% | 99.74% |
11.09.2024 | 0.06% | 17.71 CHF | 17.72 CHF | 225'000 | 225'000 | 224'801 | 224'801 | 4'033'350 CHF | 4'035'600 CHF | 99.31% | 99.31% |
10.09.2024 | 0.05% | 18.10 CHF | 18.11 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'094'810 CHF | 4'097'060 CHF | 99.84% | 99.84% |
09.09.2024 | 0.06% | 18.12 CHF | 18.13 CHF | 225'000 | 225'000 | 224'987 | 224'987 | 4'065'970 CHF | 4'068'220 CHF | 98.84% | 98.84% |
06.09.2024 | 0.06% | 17.81 CHF | 17.82 CHF | 225'000 | 225'000 | 224'354 | 224'354 | 4'036'120 CHF | 4'038'370 CHF | 99.53% | 99.53% |
05.09.2024 | 0.05% | 18.14 CHF | 18.15 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'128'530 CHF | 4'130'780 CHF | 99.89% | 99.89% |
04.09.2024 | 0.05% | 18.49 CHF | 18.50 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'130'190 CHF | 4'132'440 CHF | 99.73% | 99.73% |
03.09.2024 | 0.05% | 18.57 CHF | 18.58 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'224'990 CHF | 4'227'240 CHF | 99.94% | 99.94% |
30.08.2024 | 0.05% | 18.76 CHF | 18.77 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'223'410 CHF | 4'225'660 CHF | 99.99% | 99.99% |