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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.04.2024 | 0.08% | 12.00 CHF | 12.01 CHF | 104'100 | 104'100 | 104'094 | 104'094 | 1'255'740 CHF | 1'256'780 CHF | 100.00% | 100.00% |
22.04.2024 | 0.09% | 11.08 CHF | 11.09 CHF | 107'900 | 107'900 | 107'900 | 107'900 | 1'181'190 CHF | 1'182'270 CHF | 100.00% | 100.00% |
19.04.2024 | 0.10% | 10.61 CHF | 10.62 CHF | 111'100 | 111'100 | 111'100 | 111'100 | 1'136'860 CHF | 1'137'970 CHF | 99.98% | 99.98% |
18.04.2024 | 0.10% | 10.31 CHF | 10.32 CHF | 111'000 | 111'000 | 111'000 | 111'000 | 1'149'690 CHF | 1'150'800 CHF | 99.92% | 99.92% |
17.04.2024 | 0.10% | 10.36 CHF | 10.37 CHF | 112'700 | 112'700 | 112'480 | 112'480 | 1'170'470 CHF | 1'171'590 CHF | 100.00% | 100.00% |
16.04.2024 | 0.10% | 10.23 CHF | 10.24 CHF | 103'400 | 103'400 | 103'395 | 103'395 | 1'072'010 CHF | 1'073'040 CHF | 99.91% | 99.91% |
15.04.2024 | 0.09% | 11.25 CHF | 11.26 CHF | 104'000 | 104'000 | 104'000 | 104'000 | 1'189'760 CHF | 1'190'800 CHF | 99.84% | 99.84% |
12.04.2024 | 0.09% | 11.11 CHF | 11.12 CHF | 101'300 | 101'300 | 101'300 | 101'300 | 1'186'370 CHF | 1'187'390 CHF | 100.00% | 100.00% |
11.04.2024 | 0.09% | 11.51 CHF | 11.52 CHF | 100'000 | 100'000 | 99'998 | 99'998 | 1'175'340 CHF | 1'176'340 CHF | 99.43% | 99.43% |
10.04.2024 | 0.08% | 11.77 CHF | 11.78 CHF | 99'500 | 99'500 | 99'500 | 99'500 | 1'171'400 CHF | 1'172'390 CHF | 99.70% | 99.70% |