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 | 0.09% | 11.11 CHF | 11.12 CHF | 450'000 | 450'000 | 449'946 | 449'946 | 5'002'860 CHF | 5'007'360 CHF | 99.73% | 99.73% |
13.05.2024 | 0.09% | 11.20 CHF | 11.21 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'044'390 CHF | 5'048'890 CHF | 100.00% | 100.00% |
10.05.2024 | 0.09% | 11.14 CHF | 11.15 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'025'250 CHF | 5'029'750 CHF | 100.00% | 100.00% |
08.05.2024 | 0.09% | 10.69 CHF | 10.70 CHF | 450'000 | 450'000 | 449'909 | 449'909 | 4'782'740 CHF | 4'787'240 CHF | 99.67% | 99.67% |
07.05.2024 | 0.09% | 10.68 CHF | 10.69 CHF | 450'000 | 450'000 | 449'781 | 449'781 | 4'785'210 CHF | 4'789'710 CHF | 99.72% | 99.72% |
06.05.2024 | 0.10% | 10.48 CHF | 10.49 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'732'130 CHF | 4'736'630 CHF | 100.00% | 100.00% |
03.05.2024 | 0.10% | 10.31 CHF | 10.32 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'652'460 CHF | 4'656'960 CHF | 99.94% | 99.94% |
02.05.2024 | 0.10% | 10.03 CHF | 10.04 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'478'790 CHF | 4'483'290 CHF | 99.56% | 99.56% |
30.04.2024 | 0.10% | 10.04 CHF | 10.05 CHF | 450'000 | 450'000 | 449'577 | 449'577 | 4'587'380 CHF | 4'591'880 CHF | 99.97% | 99.97% |
29.04.2024 | 0.10% | 10.19 CHF | 10.20 CHF | 450'000 | 450'000 | 449'949 | 449'949 | 4'593'620 CHF | 4'598'120 CHF | 99.61% | 99.61% |