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 | 0.08% | 12.52 CHF | 12.53 CHF | 450'000 | 450'000 | 449'121 | 449'121 | 5'553'400 CHF | 5'557'900 CHF | 99.99% | 99.99% |
14.05.2024 | 0.08% | 12.25 CHF | 12.26 CHF | 450'000 | 450'000 | 449'951 | 449'951 | 5'516'190 CHF | 5'520'690 CHF | 99.73% | 99.73% |
13.05.2024 | 0.08% | 12.34 CHF | 12.35 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'557'060 CHF | 5'561'560 CHF | 100.00% | 100.00% |
10.05.2024 | 0.08% | 12.28 CHF | 12.29 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'537'780 CHF | 5'542'280 CHF | 99.99% | 99.99% |
08.05.2024 | 0.08% | 11.83 CHF | 11.84 CHF | 450'000 | 450'000 | 449'910 | 449'910 | 5'295'930 CHF | 5'300'430 CHF | 99.67% | 99.67% |
07.05.2024 | 0.08% | 11.81 CHF | 11.82 CHF | 450'000 | 450'000 | 449'791 | 449'791 | 5'297'450 CHF | 5'301'950 CHF | 99.72% | 99.72% |
06.05.2024 | 0.09% | 11.61 CHF | 11.62 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'243'260 CHF | 5'247'760 CHF | 100.00% | 100.00% |
03.05.2024 | 0.09% | 11.44 CHF | 11.45 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'163'750 CHF | 5'168'250 CHF | 99.94% | 99.94% |
02.05.2024 | 0.09% | 11.17 CHF | 11.18 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'993'460 CHF | 4'997'960 CHF | 99.60% | 99.60% |
30.04.2024 | 0.09% | 11.19 CHF | 11.20 CHF | 450'000 | 450'000 | 449'590 | 449'590 | 5'101'800 CHF | 5'106'300 CHF | 99.95% | 99.95% |