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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.08% | 11.85 CHF | 11.86 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'534'160 CHF | 3'537'160 CHF | 100.00% | 100.00% |
23.05.2024 | 0.08% | 11.88 CHF | 11.89 CHF | 300'000 | 300'000 | 298'364 | 298'364 | 3'562'000 CHF | 3'565'000 CHF | 100.00% | 100.00% |
22.05.2024 | 0.08% | 11.86 CHF | 11.87 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'565'000 CHF | 3'568'000 CHF | 100.00% | 100.00% |
21.05.2024 | 0.08% | 11.97 CHF | 11.98 CHF | 300'000 | 300'000 | 299'949 | 299'949 | 3'593'120 CHF | 3'596'120 CHF | 99.81% | 99.81% |
17.05.2024 | 0.08% | 12.02 CHF | 12.03 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'600'060 CHF | 3'603'060 CHF | 100.00% | 100.00% |
16.05.2024 | 0.08% | 11.85 CHF | 11.86 CHF | 300'000 | 300'000 | 299'758 | 299'758 | 3'557'510 CHF | 3'560'510 CHF | 100.00% | 100.00% |
15.05.2024 | 0.09% | 11.77 CHF | 11.78 CHF | 300'000 | 300'000 | 299'426 | 299'426 | 3'486'780 CHF | 3'489'780 CHF | 99.89% | 99.89% |
14.05.2024 | 0.09% | 11.54 CHF | 11.55 CHF | 300'000 | 300'000 | 299'964 | 299'964 | 3'438'610 CHF | 3'441'610 CHF | 99.79% | 99.79% |
13.05.2024 | 0.09% | 11.46 CHF | 11.47 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'439'580 CHF | 3'442'580 CHF | 100.00% | 100.00% |
10.05.2024 | 0.09% | 11.43 CHF | 11.44 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'418'600 CHF | 3'421'600 CHF | 100.00% | 100.00% |