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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.04.2024 | 0.09% | 11.01 CHF | 11.02 CHF | 106'900 | 106'900 | 106'845 | 106'845 | 1'212'270 CHF | 1'213'340 CHF | 99.99% | 99.99% |
29.04.2024 | 0.09% | 11.56 CHF | 11.57 CHF | 105'300 | 105'300 | 105'282 | 105'282 | 1'232'690 CHF | 1'233'750 CHF | 99.64% | 99.64% |
26.04.2024 | 0.09% | 11.77 CHF | 11.78 CHF | 109'900 | 109'900 | 109'888 | 109'888 | 1'271'230 CHF | 1'272'330 CHF | 99.62% | 99.62% |
25.04.2024 | 0.09% | 11.17 CHF | 11.18 CHF | 106'500 | 106'500 | 106'500 | 106'500 | 1'198'440 CHF | 1'199'510 CHF | 99.93% | 99.93% |
23.04.2024 | 0.09% | 11.73 CHF | 11.74 CHF | 110'100 | 110'100 | 110'087 | 110'087 | 1'264'070 CHF | 1'265'170 CHF | 99.98% | 99.98% |
22.04.2024 | 0.09% | 11.00 CHF | 11.01 CHF | 111'700 | 111'700 | 111'674 | 111'674 | 1'227'640 CHF | 1'228'760 CHF | 100.00% | 100.00% |
19.04.2024 | 0.09% | 10.85 CHF | 10.86 CHF | 110'400 | 110'400 | 110'400 | 110'400 | 1'187'760 CHF | 1'188'860 CHF | 99.97% | 99.97% |
18.04.2024 | 0.09% | 11.03 CHF | 11.04 CHF | 111'800 | 111'800 | 111'800 | 111'800 | 1'225'050 CHF | 1'226'160 CHF | 99.99% | 99.99% |
17.04.2024 | 0.09% | 10.91 CHF | 10.92 CHF | 111'600 | 111'600 | 111'385 | 111'385 | 1'234'410 CHF | 1'235'530 CHF | 99.96% | 99.96% |
16.04.2024 | 0.09% | 10.77 CHF | 10.78 CHF | 107'100 | 107'100 | 107'097 | 107'097 | 1'164'230 CHF | 1'165'300 CHF | 99.81% | 99.81% |