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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.04.2024 | 0.07% | 13.50 CHF | 13.51 CHF | 450'000 | 450'000 | 449'654 | 449'654 | 6'135'160 CHF | 6'139'660 CHF | 99.95% | 99.95% |
29.04.2024 | 0.07% | 13.62 CHF | 13.63 CHF | 450'000 | 450'000 | 449'935 | 449'935 | 6'138'870 CHF | 6'143'370 CHF | 99.60% | 99.60% |
26.04.2024 | 0.07% | 13.57 CHF | 13.58 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'085'960 CHF | 6'090'460 CHF | 99.64% | 99.64% |
25.04.2024 | 0.07% | 13.24 CHF | 13.25 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'099'250 CHF | 6'103'750 CHF | 99.98% | 99.98% |
24.04.2024 | 0.07% | 13.74 CHF | 13.75 CHF | 450'000 | 450'000 | 449'897 | 449'897 | 6'233'520 CHF | 6'238'020 CHF | 94.45% | 94.45% |
23.04.2024 | 0.07% | 13.81 CHF | 13.82 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'152'040 CHF | 6'156'540 CHF | 99.99% | 99.99% |
22.04.2024 | 0.07% | 13.39 CHF | 13.40 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'078'840 CHF | 6'083'340 CHF | 100.00% | 100.00% |
19.04.2024 | 0.08% | 13.32 CHF | 13.33 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'901'540 CHF | 5'906'040 CHF | 99.99% | 99.99% |
18.04.2024 | 0.08% | 13.46 CHF | 13.47 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'955'150 CHF | 5'959'650 CHF | 99.98% | 99.98% |
17.04.2024 | 0.08% | 13.19 CHF | 13.20 CHF | 450'000 | 450'000 | 449'129 | 449'129 | 5'974'120 CHF | 5'978'620 CHF | 100.00% | 100.00% |