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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 0.08% | 12.89 CHF | 12.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 967'594 CHF | 968'344 CHF | 99.55% | 99.55% |
30.04.2024 | 0.08% | 12.87 CHF | 12.88 CHF | 75'000 | 75'000 | 74'935 | 74'935 | 970'268 CHF | 971'018 CHF | 100.00% | 100.00% |
29.04.2024 | 0.08% | 12.87 CHF | 12.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 971'830 CHF | 972'580 CHF | 99.60% | 99.60% |
26.04.2024 | 0.08% | 12.72 CHF | 12.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 948'966 CHF | 949'716 CHF | 98.00% | 98.00% |
25.04.2024 | 0.08% | 12.42 CHF | 12.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 940'843 CHF | 941'593 CHF | 100.00% | 100.00% |
24.04.2024 | 0.08% | 12.87 CHF | 12.88 CHF | 75'000 | 75'000 | 74'984 | 74'984 | 973'801 CHF | 974'551 CHF | 99.92% | 99.92% |
23.04.2024 | 0.08% | 12.74 CHF | 12.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 946'373 CHF | 947'123 CHF | 100.00% | 100.00% |
22.04.2024 | 0.08% | 12.47 CHF | 12.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 938'253 CHF | 939'003 CHF | 100.00% | 100.00% |
19.04.2024 | 0.08% | 12.46 CHF | 12.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 934'183 CHF | 934'933 CHF | 100.00% | 100.00% |
18.04.2024 | 0.08% | 12.89 CHF | 12.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 963'780 CHF | 964'530 CHF | 100.00% | 100.00% |