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 | 0.09% | 11.68 CHF | 11.69 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'403'500 CHF | 4'407'250 CHF | 99.97% | 99.97% |
24.04.2024 | 0.08% | 11.95 CHF | 11.96 CHF | 375'000 | 375'000 | 374'918 | 374'918 | 4'555'680 CHF | 4'559'420 CHF | 100.00% | 100.00% |
23.04.2024 | 0.08% | 12.05 CHF | 12.06 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'440'570 CHF | 4'444'320 CHF | 100.00% | 100.00% |
22.04.2024 | 0.09% | 11.46 CHF | 11.47 CHF | 375'000 | 375'000 | 374'903 | 374'903 | 4'284'350 CHF | 4'288'100 CHF | 100.00% | 100.00% |
19.04.2024 | 0.09% | 11.28 CHF | 11.29 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'194'840 CHF | 4'198'590 CHF | 99.55% | 99.55% |
18.04.2024 | 0.09% | 11.50 CHF | 11.51 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'258'660 CHF | 4'262'410 CHF | 99.97% | 99.97% |
17.04.2024 | 0.09% | 11.40 CHF | 11.41 CHF | 375'000 | 375'000 | 374'291 | 374'291 | 4'298'060 CHF | 4'301'810 CHF | 100.00% | 100.00% |
16.04.2024 | 0.09% | 11.28 CHF | 11.29 CHF | 375'000 | 375'000 | 374'286 | 374'286 | 4'255'690 CHF | 4'259'440 CHF | 99.95% | 99.95% |
15.04.2024 | 0.08% | 11.82 CHF | 11.83 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'500'150 CHF | 4'503'900 CHF | 99.82% | 99.82% |
12.04.2024 | 0.08% | 11.56 CHF | 11.57 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'480'090 CHF | 4'483'840 CHF | 100.00% | 100.00% |