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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.04.2024 | 0.13% | 7.80 CHF | 7.81 CHF | 829'600 | 829'600 | 829'548 | 829'548 | 6'518'830 CHF | 6'527'130 CHF | 100.00% | 100.00% |
23.04.2024 | 0.13% | 8.15 CHF | 8.16 CHF | 859'900 | 859'900 | 859'784 | 859'784 | 6'853'530 CHF | 6'862'130 CHF | 99.99% | 99.99% |
22.04.2024 | 0.13% | 7.64 CHF | 7.65 CHF | 876'700 | 876'700 | 876'520 | 876'520 | 6'671'300 CHF | 6'680'070 CHF | 100.00% | 100.00% |
19.04.2024 | 0.14% | 7.48 CHF | 7.49 CHF | 861'500 | 861'500 | 861'500 | 861'500 | 6'377'440 CHF | 6'386'060 CHF | 99.56% | 99.56% |
18.04.2024 | 0.13% | 7.67 CHF | 7.68 CHF | 870'900 | 870'900 | 870'900 | 870'900 | 6'572'730 CHF | 6'581'440 CHF | 99.98% | 99.98% |
17.04.2024 | 0.13% | 7.58 CHF | 7.59 CHF | 871'200 | 871'200 | 869'518 | 869'518 | 6'658'880 CHF | 6'667'600 CHF | 100.00% | 100.00% |
16.04.2024 | 0.13% | 7.48 CHF | 7.49 CHF | 832'500 | 832'500 | 832'489 | 832'489 | 6'291'600 CHF | 6'299'920 CHF | 99.88% | 99.88% |
15.04.2024 | 0.12% | 7.96 CHF | 7.97 CHF | 844'900 | 844'900 | 844'900 | 844'900 | 6'864'100 CHF | 6'872'550 CHF | 99.83% | 99.83% |
12.04.2024 | 0.12% | 7.73 CHF | 7.74 CHF | 841'100 | 841'100 | 841'100 | 841'100 | 6'793'110 CHF | 6'801'520 CHF | 99.99% | 99.99% |
11.04.2024 | 0.12% | 7.88 CHF | 7.89 CHF | 820'700 | 820'700 | 820'674 | 820'674 | 6'601'820 CHF | 6'610'030 CHF | 99.31% | 99.31% |