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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.40% | 11.92 CHF | 11.97 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 237'485 CHF | 238'444 CHF | 100.00% | 100.00% |
14.05.2024 | 0.40% | 11.84 CHF | 11.89 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 236'376 CHF | 237'316 CHF | 99.99% | 99.99% |
13.05.2024 | 0.40% | 11.82 CHF | 11.86 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 236'160 CHF | 237'100 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 11.79 CHF | 11.84 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 235'922 CHF | 236'862 CHF | 96.66% | 96.66% |
08.05.2024 | 0.40% | 11.71 CHF | 11.75 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 233'944 CHF | 234'884 CHF | 99.41% | 99.41% |
07.05.2024 | 0.40% | 11.69 CHF | 11.73 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 233'084 CHF | 234'024 CHF | 100.00% | 100.00% |
06.05.2024 | 0.40% | 11.59 CHF | 11.64 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 231'760 CHF | 232'682 CHF | 100.00% | 100.00% |
03.05.2024 | 0.40% | 11.52 CHF | 11.57 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 230'496 CHF | 231'416 CHF | 99.97% | 99.97% |
02.05.2024 | 0.40% | 11.50 CHF | 11.54 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 230'047 CHF | 230'967 CHF | 100.00% | 100.00% |
30.04.2024 | 0.40% | 11.53 CHF | 11.58 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 231'066 CHF | 231'986 CHF | 100.00% | 100.00% |