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 | 0.09% | 11.62 CHF | 11.63 CHF | 237'900 | 237'900 | 237'900 | 237'900 | 2'671'270 CHF | 2'673'650 CHF | 99.98% | 99.98% |
17.04.2024 | 0.15% | 11.09 CHF | 11.10 CHF | 236'300 | 236'300 | 235'925 | 235'925 | 2'673'030 CHF | 2'677'130 CHF | 100.00% | 100.00% |
16.04.2024 | 0.16% | 11.19 CHF | 11.20 CHF | 238'100 | 238'100 | 237'974 | 237'974 | 2'670'430 CHF | 2'674'670 CHF | 99.82% | 99.82% |
15.04.2024 | 0.15% | 11.70 CHF | 11.71 CHF | 229'600 | 229'600 | 229'600 | 229'600 | 2'726'120 CHF | 2'730'210 CHF | 99.02% | 99.02% |
12.04.2024 | 0.08% | 11.75 CHF | 11.76 CHF | 215'100 | 215'100 | 215'100 | 215'100 | 2'648'910 CHF | 2'651'060 CHF | 100.00% | 100.00% |
11.04.2024 | 0.08% | 12.06 CHF | 12.07 CHF | 214'800 | 214'800 | 214'800 | 214'800 | 2'650'580 CHF | 2'652'720 CHF | 99.33% | 99.33% |
10.04.2024 | 0.08% | 12.46 CHF | 12.47 CHF | 202'800 | 202'800 | 202'800 | 202'800 | 2'650'160 CHF | 2'652'180 CHF | 99.66% | 99.66% |
09.04.2024 | 0.08% | 12.76 CHF | 12.77 CHF | 202'600 | 202'600 | 202'600 | 202'600 | 2'681'380 CHF | 2'683'410 CHF | 100.00% | 100.00% |
08.04.2024 | 0.07% | 13.45 CHF | 13.46 CHF | 201'800 | 201'800 | 201'800 | 201'800 | 2'701'710 CHF | 2'703'730 CHF | 100.00% | 100.00% |
05.04.2024 | 0.08% | 13.12 CHF | 13.13 CHF | 209'600 | 209'600 | 209'600 | 209'600 | 2'704'570 CHF | 2'706'670 CHF | 99.78% | 99.78% |