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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.04.2024 | 0.08% | 12.38 CHF | 12.39 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'587'710 CHF | 4'591'460 CHF | 99.14% | 99.14% |
25.04.2024 | 0.08% | 11.93 CHF | 11.94 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'500'500 CHF | 4'504'250 CHF | 99.99% | 99.99% |
24.04.2024 | 0.08% | 12.21 CHF | 12.22 CHF | 375'000 | 375'000 | 374'917 | 374'917 | 4'652'370 CHF | 4'656'120 CHF | 100.00% | 100.00% |
23.04.2024 | 0.08% | 12.31 CHF | 12.32 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'536'780 CHF | 4'540'530 CHF | 100.00% | 100.00% |
22.04.2024 | 0.09% | 11.72 CHF | 11.73 CHF | 375'000 | 375'000 | 374'902 | 374'902 | 4'380'340 CHF | 4'384'090 CHF | 100.00% | 100.00% |
19.04.2024 | 0.09% | 11.53 CHF | 11.54 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'290'600 CHF | 4'294'360 CHF | 99.56% | 99.56% |
18.04.2024 | 0.09% | 11.76 CHF | 11.77 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'354'500 CHF | 4'358'250 CHF | 99.98% | 99.98% |
17.04.2024 | 0.09% | 11.66 CHF | 11.67 CHF | 375'000 | 375'000 | 374'307 | 374'307 | 4'393'940 CHF | 4'397'680 CHF | 99.98% | 99.98% |
16.04.2024 | 0.09% | 11.54 CHF | 11.55 CHF | 375'000 | 375'000 | 374'318 | 374'318 | 4'351'760 CHF | 4'355'520 CHF | 99.95% | 99.95% |
15.04.2024 | 0.08% | 12.08 CHF | 12.09 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'596'340 CHF | 4'600'090 CHF | 99.82% | 99.82% |