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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.04.2024 | 0.12% | 8.31 CHF | 8.32 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'513'350 CHF | 2'516'350 CHF | 99.56% | 99.56% |
26.04.2024 | 0.12% | 8.35 CHF | 8.36 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'484'530 CHF | 2'487'530 CHF | 98.83% | 98.83% |
25.04.2024 | 0.12% | 8.17 CHF | 8.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'459'330 CHF | 2'462'330 CHF | 100.00% | 100.00% |
24.04.2024 | 0.12% | 8.40 CHF | 8.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'551'930 CHF | 2'554'930 CHF | 100.00% | 100.00% |
23.04.2024 | 0.12% | 8.59 CHF | 8.60 CHF | 300'000 | 300'000 | 299'938 | 299'938 | 2'584'560 CHF | 2'587'560 CHF | 100.00% | 100.00% |
22.04.2024 | 0.12% | 8.28 CHF | 8.29 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'471'080 CHF | 2'474'080 CHF | 100.00% | 100.00% |
19.04.2024 | 0.13% | 8.12 CHF | 8.13 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'395'550 CHF | 2'398'550 CHF | 100.00% | 100.00% |
18.04.2024 | 0.12% | 8.01 CHF | 8.02 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'409'260 CHF | 2'412'260 CHF | 99.99% | 99.99% |
17.04.2024 | 0.12% | 8.03 CHF | 8.04 CHF | 300'000 | 300'000 | 299'446 | 299'446 | 2'410'270 CHF | 2'413'270 CHF | 100.00% | 100.00% |
16.04.2024 | 0.12% | 7.98 CHF | 7.99 CHF | 300'000 | 300'000 | 299'415 | 299'415 | 2'404'360 CHF | 2'407'360 CHF | 100.00% | 100.00% |