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 | 0.07% | 13.39 CHF | 13.40 CHF | 450'000 | 450'000 | 449'952 | 449'952 | 6'031'050 CHF | 6'035'550 CHF | 99.72% | 99.72% |
13.05.2024 | 0.07% | 13.49 CHF | 13.50 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'071'360 CHF | 6'075'860 CHF | 100.00% | 100.00% |
10.05.2024 | 0.07% | 13.42 CHF | 13.43 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'051'950 CHF | 6'056'450 CHF | 100.00% | 100.00% |
08.05.2024 | 0.08% | 12.97 CHF | 12.98 CHF | 450'000 | 450'000 | 449'910 | 449'910 | 5'810'830 CHF | 5'815'330 CHF | 99.67% | 99.67% |
07.05.2024 | 0.08% | 12.96 CHF | 12.97 CHF | 450'000 | 450'000 | 449'791 | 449'791 | 5'811'230 CHF | 5'815'730 CHF | 99.72% | 99.72% |
06.05.2024 | 0.08% | 12.75 CHF | 12.76 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'756'030 CHF | 5'760'530 CHF | 100.00% | 100.00% |
03.05.2024 | 0.08% | 12.58 CHF | 12.59 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'676'930 CHF | 5'681'430 CHF | 99.83% | 99.83% |
02.05.2024 | 0.08% | 12.32 CHF | 12.33 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'509'850 CHF | 5'514'350 CHF | 99.57% | 99.57% |
30.04.2024 | 0.08% | 12.34 CHF | 12.35 CHF | 450'000 | 450'000 | 449'597 | 449'597 | 5'617'990 CHF | 5'622'490 CHF | 99.95% | 99.95% |
29.04.2024 | 0.08% | 12.48 CHF | 12.49 CHF | 450'000 | 450'000 | 449'935 | 449'935 | 5'622'930 CHF | 5'627'430 CHF | 99.61% | 99.61% |