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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.04.2024 | 0.08% | 12.88 CHF | 12.89 CHF | 375'000 | 375'000 | 374'919 | 374'919 | 4'905'950 CHF | 4'909'700 CHF | 100.00% | 100.00% |
23.04.2024 | 0.08% | 12.98 CHF | 12.99 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'789'350 CHF | 4'793'100 CHF | 100.00% | 100.00% |
22.04.2024 | 0.08% | 12.39 CHF | 12.40 CHF | 375'000 | 375'000 | 374'900 | 374'900 | 4'632'040 CHF | 4'635'790 CHF | 100.00% | 100.00% |
19.04.2024 | 0.08% | 12.20 CHF | 12.21 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'541'750 CHF | 4'545'500 CHF | 99.57% | 99.57% |
18.04.2024 | 0.08% | 12.43 CHF | 12.44 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'606'190 CHF | 4'609'940 CHF | 99.98% | 99.98% |
17.04.2024 | 0.08% | 12.33 CHF | 12.34 CHF | 375'000 | 375'000 | 374'296 | 374'296 | 4'644'690 CHF | 4'648'440 CHF | 99.97% | 99.97% |
16.04.2024 | 0.08% | 12.21 CHF | 12.22 CHF | 375'000 | 375'000 | 374'304 | 374'304 | 4'602'670 CHF | 4'606'420 CHF | 99.95% | 99.95% |
15.04.2024 | 0.08% | 12.75 CHF | 12.76 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'848'380 CHF | 4'852'130 CHF | 99.81% | 99.81% |
12.04.2024 | 0.08% | 12.48 CHF | 12.49 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'827'860 CHF | 4'831'610 CHF | 100.00% | 100.00% |
11.04.2024 | 0.08% | 12.68 CHF | 12.69 CHF | 375'000 | 375'000 | 374'947 | 374'947 | 4'823'520 CHF | 4'827'270 CHF | 99.86% | 99.86% |