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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 0.08% | 13.26 CHF | 13.27 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 3'981'980 CHF | 3'984'980 CHF | 99.99% | 99.99% |
17.04.2024 | 0.08% | 13.27 CHF | 13.28 CHF | 300'000 | 300'000 | 299'455 | 299'455 | 3'979'970 CHF | 3'982'970 CHF | 99.99% | 99.99% |
16.04.2024 | 0.08% | 13.22 CHF | 13.23 CHF | 300'000 | 300'000 | 299'425 | 299'425 | 3'973'680 CHF | 3'976'680 CHF | 99.99% | 99.99% |
15.04.2024 | 0.07% | 13.57 CHF | 13.58 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'090'000 CHF | 4'093'000 CHF | 99.83% | 99.83% |
12.04.2024 | 0.07% | 13.52 CHF | 13.53 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'115'920 CHF | 4'118'920 CHF | 100.00% | 100.00% |
11.04.2024 | 0.07% | 13.66 CHF | 13.67 CHF | 300'000 | 300'000 | 299'955 | 299'955 | 4'120'380 CHF | 4'123'380 CHF | 99.98% | 99.98% |
10.04.2024 | 0.07% | 13.75 CHF | 13.76 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'126'050 CHF | 4'129'050 CHF | 99.71% | 99.71% |
09.04.2024 | 0.07% | 13.77 CHF | 13.78 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'155'560 CHF | 4'158'560 CHF | 99.99% | 99.99% |
08.04.2024 | 0.07% | 13.87 CHF | 13.88 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'147'130 CHF | 4'150'130 CHF | 100.00% | 100.00% |
05.04.2024 | 0.07% | 13.74 CHF | 13.75 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 4'142'590 CHF | 4'145'590 CHF | 100.00% | 100.00% |