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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 0.08% | 12.32 CHF | 12.33 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'509'850 CHF | 5'514'350 CHF | 99.57% | 99.57% |
30.04.2024 | 0.08% | 12.34 CHF | 12.35 CHF | 450'000 | 450'000 | 449'597 | 449'597 | 5'617'990 CHF | 5'622'490 CHF | 99.95% | 99.95% |
29.04.2024 | 0.08% | 12.48 CHF | 12.49 CHF | 450'000 | 450'000 | 449'935 | 449'935 | 5'622'930 CHF | 5'627'430 CHF | 99.61% | 99.61% |
26.04.2024 | 0.08% | 12.42 CHF | 12.43 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'569'980 CHF | 5'574'480 CHF | 99.65% | 99.65% |
25.04.2024 | 0.08% | 12.09 CHF | 12.10 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'582'630 CHF | 5'587'130 CHF | 99.98% | 99.98% |
24.04.2024 | 0.08% | 12.59 CHF | 12.60 CHF | 450'000 | 450'000 | 449'937 | 449'937 | 5'717'530 CHF | 5'722'030 CHF | 94.46% | 94.46% |
23.04.2024 | 0.08% | 12.67 CHF | 12.68 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'637'240 CHF | 5'641'740 CHF | 100.00% | 100.00% |
22.04.2024 | 0.08% | 12.24 CHF | 12.25 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'563'940 CHF | 5'568'440 CHF | 100.00% | 100.00% |
19.04.2024 | 0.08% | 12.18 CHF | 12.19 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'388'660 CHF | 5'393'160 CHF | 99.99% | 99.99% |
18.04.2024 | 0.08% | 12.31 CHF | 12.32 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'441'810 CHF | 5'446'310 CHF | 100.00% | 100.00% |