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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.08% | 11.87 CHF | 11.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'368'770 CHF | 2'370'770 CHF | 100.00% | 100.00% |
10.05.2024 | 0.08% | 11.82 CHF | 11.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'375'560 CHF | 2'377'560 CHF | 100.00% | 100.00% |
08.05.2024 | 0.09% | 11.58 CHF | 11.59 CHF | 200'000 | 200'000 | 199'958 | 199'958 | 2'313'660 CHF | 2'315'660 CHF | 99.67% | 99.67% |
07.05.2024 | 0.09% | 11.47 CHF | 11.48 CHF | 200'000 | 200'000 | 199'889 | 199'889 | 2'265'540 CHF | 2'267'540 CHF | 99.72% | 99.72% |
06.05.2024 | 0.09% | 11.16 CHF | 11.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'224'750 CHF | 2'226'750 CHF | 100.00% | 100.00% |
03.05.2024 | 0.09% | 10.94 CHF | 10.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'192'340 CHF | 2'194'340 CHF | 99.72% | 99.72% |
02.05.2024 | 0.09% | 10.88 CHF | 10.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'177'990 CHF | 2'179'990 CHF | 99.56% | 99.56% |
30.04.2024 | 0.09% | 11.01 CHF | 11.02 CHF | 200'000 | 200'000 | 199'820 | 199'820 | 2'232'230 CHF | 2'234'230 CHF | 100.00% | 100.00% |
29.04.2024 | 0.09% | 11.27 CHF | 11.28 CHF | 200'000 | 200'000 | 199'960 | 199'960 | 2'268'350 CHF | 2'270'350 CHF | 99.60% | 99.60% |
26.04.2024 | 0.09% | 11.37 CHF | 11.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'253'730 CHF | 2'255'730 CHF | 99.64% | 99.64% |