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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.08% | 12.40 CHF | 12.41 CHF | 375'000 | 375'000 | 374'765 | 374'765 | 4'544'400 CHF | 4'548'150 CHF | 100.00% | 100.00% |
06.05.2024 | 0.09% | 11.85 CHF | 11.86 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'409'740 CHF | 4'413'490 CHF | 99.72% | 99.72% |
03.05.2024 | 0.09% | 11.48 CHF | 11.49 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'308'650 CHF | 4'312'400 CHF | 99.41% | 99.41% |
02.05.2024 | 0.09% | 11.40 CHF | 11.41 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'280'590 CHF | 4'284'340 CHF | 99.56% | 99.56% |
30.04.2024 | 0.09% | 11.46 CHF | 11.47 CHF | 375'000 | 375'000 | 374'729 | 374'729 | 4'367'450 CHF | 4'371'200 CHF | 99.99% | 99.99% |
29.04.2024 | 0.09% | 11.82 CHF | 11.83 CHF | 375'000 | 375'000 | 372'314 | 372'314 | 4'418'560 CHF | 4'422'290 CHF | 99.56% | 99.56% |
26.04.2024 | 0.09% | 11.89 CHF | 11.90 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'403'000 CHF | 4'406'750 CHF | 99.13% | 99.13% |
25.04.2024 | 0.09% | 11.44 CHF | 11.45 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'315'620 CHF | 4'319'370 CHF | 99.97% | 99.97% |
24.04.2024 | 0.08% | 11.72 CHF | 11.73 CHF | 375'000 | 375'000 | 374'921 | 374'921 | 4'468'060 CHF | 4'471'810 CHF | 100.00% | 100.00% |
23.04.2024 | 0.09% | 11.82 CHF | 11.83 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'353'260 CHF | 4'357'010 CHF | 100.00% | 100.00% |