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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.04.2024 | 0.12% | 8.57 CHF | 8.58 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'549'950 CHF | 2'552'950 CHF | 98.85% | 98.85% |
25.04.2024 | 0.12% | 8.39 CHF | 8.40 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'524'680 CHF | 2'527'680 CHF | 100.00% | 100.00% |
24.04.2024 | 0.11% | 8.62 CHF | 8.63 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'617'340 CHF | 2'620'340 CHF | 100.00% | 100.00% |
23.04.2024 | 0.11% | 8.81 CHF | 8.82 CHF | 300'000 | 300'000 | 299'939 | 299'939 | 2'649'930 CHF | 2'652'930 CHF | 100.00% | 100.00% |
22.04.2024 | 0.12% | 8.50 CHF | 8.51 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'536'520 CHF | 2'539'520 CHF | 100.00% | 100.00% |
19.04.2024 | 0.12% | 8.34 CHF | 8.35 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'460'960 CHF | 2'463'960 CHF | 100.00% | 100.00% |
18.04.2024 | 0.12% | 8.23 CHF | 8.24 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'474'580 CHF | 2'477'580 CHF | 99.99% | 99.99% |
17.04.2024 | 0.12% | 8.25 CHF | 8.26 CHF | 300'000 | 300'000 | 299'465 | 299'465 | 2'475'690 CHF | 2'478'690 CHF | 100.00% | 100.00% |
16.04.2024 | 0.12% | 8.20 CHF | 8.21 CHF | 300'000 | 300'000 | 299'432 | 299'432 | 2'469'760 CHF | 2'472'760 CHF | 100.00% | 100.00% |
15.04.2024 | 0.12% | 8.55 CHF | 8.56 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'583'520 CHF | 2'586'520 CHF | 99.84% | 99.84% |