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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.08% | 12.60 CHF | 12.61 CHF | 100'500 | 100'500 | 100'495 | 100'495 | 1'256'050 CHF | 1'257'050 CHF | 99.72% | 99.72% |
13.05.2024 | 0.08% | 12.55 CHF | 12.56 CHF | 100'300 | 100'300 | 100'300 | 100'300 | 1'254'120 CHF | 1'255'120 CHF | 100.00% | 100.00% |
10.05.2024 | 0.08% | 12.50 CHF | 12.51 CHF | 102'100 | 102'100 | 102'100 | 102'100 | 1'286'600 CHF | 1'287'620 CHF | 100.00% | 100.00% |
08.05.2024 | 0.08% | 12.06 CHF | 12.07 CHF | 104'900 | 104'900 | 104'887 | 104'887 | 1'263'800 CHF | 1'264'850 CHF | 99.67% | 99.67% |
07.05.2024 | 0.09% | 11.85 CHF | 11.86 CHF | 108'600 | 108'600 | 108'575 | 108'575 | 1'258'890 CHF | 1'259'980 CHF | 99.68% | 99.68% |
06.05.2024 | 0.09% | 11.29 CHF | 11.30 CHF | 110'900 | 110'900 | 110'900 | 110'900 | 1'244'160 CHF | 1'245'270 CHF | 100.00% | 100.00% |
03.05.2024 | 0.09% | 10.93 CHF | 10.94 CHF | 112'900 | 112'900 | 112'900 | 112'900 | 1'238'020 CHF | 1'239'150 CHF | 99.89% | 99.89% |
02.05.2024 | 0.09% | 10.81 CHF | 10.82 CHF | 110'700 | 110'700 | 110'700 | 110'700 | 1'199'140 CHF | 1'200'240 CHF | 99.55% | 99.55% |
30.04.2024 | 0.09% | 11.01 CHF | 11.02 CHF | 106'900 | 106'900 | 106'845 | 106'845 | 1'212'270 CHF | 1'213'340 CHF | 99.99% | 99.99% |
29.04.2024 | 0.09% | 11.56 CHF | 11.57 CHF | 105'300 | 105'300 | 105'282 | 105'282 | 1'232'690 CHF | 1'233'750 CHF | 99.64% | 99.64% |