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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.08% | 12.16 CHF | 12.17 CHF | 200'000 | 200'000 | 199'960 | 199'960 | 2'429'470 CHF | 2'431'470 CHF | 99.67% | 99.67% |
07.05.2024 | 0.08% | 12.05 CHF | 12.06 CHF | 200'000 | 200'000 | 199'889 | 199'889 | 2'381'340 CHF | 2'383'340 CHF | 99.72% | 99.72% |
06.05.2024 | 0.09% | 11.74 CHF | 11.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'340'340 CHF | 2'342'340 CHF | 100.00% | 100.00% |
03.05.2024 | 0.09% | 11.52 CHF | 11.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'307'840 CHF | 2'309'840 CHF | 99.69% | 99.69% |
02.05.2024 | 0.09% | 11.46 CHF | 11.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'293'610 CHF | 2'295'610 CHF | 99.55% | 99.55% |
30.04.2024 | 0.09% | 11.59 CHF | 11.60 CHF | 200'000 | 200'000 | 199'817 | 199'817 | 2'347'920 CHF | 2'349'920 CHF | 100.00% | 100.00% |
29.04.2024 | 0.08% | 11.84 CHF | 11.85 CHF | 200'000 | 200'000 | 199'961 | 199'961 | 2'384'010 CHF | 2'386'010 CHF | 99.60% | 99.60% |
26.04.2024 | 0.08% | 11.95 CHF | 11.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'369'490 CHF | 2'371'490 CHF | 99.65% | 99.65% |
25.04.2024 | 0.09% | 11.62 CHF | 11.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'332'230 CHF | 2'334'230 CHF | 99.99% | 99.99% |
24.04.2024 | 0.08% | 11.80 CHF | 11.81 CHF | 200'000 | 200'000 | 199'953 | 199'953 | 2'394'680 CHF | 2'396'680 CHF | 100.00% | 100.00% |