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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.07% | 13.67 CHF | 13.68 CHF | 450'000 | 450'000 | 449'640 | 449'640 | 6'109'460 CHF | 6'113'960 CHF | 100.00% | 100.00% |
15.05.2024 | 0.08% | 13.48 CHF | 13.49 CHF | 450'000 | 450'000 | 449'116 | 449'116 | 5'984'470 CHF | 5'988'970 CHF | 99.78% | 99.78% |
14.05.2024 | 0.08% | 13.21 CHF | 13.22 CHF | 450'000 | 450'000 | 449'947 | 449'947 | 5'949'030 CHF | 5'953'530 CHF | 99.98% | 99.98% |
13.05.2024 | 0.08% | 13.31 CHF | 13.32 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'989'630 CHF | 5'994'130 CHF | 100.00% | 100.00% |
10.05.2024 | 0.08% | 13.24 CHF | 13.25 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'970'220 CHF | 5'974'720 CHF | 100.00% | 100.00% |
08.05.2024 | 0.08% | 12.79 CHF | 12.80 CHF | 450'000 | 450'000 | 449'908 | 449'908 | 5'728'940 CHF | 5'733'440 CHF | 99.67% | 99.67% |
07.05.2024 | 0.08% | 12.78 CHF | 12.79 CHF | 450'000 | 450'000 | 449'784 | 449'784 | 5'729'460 CHF | 5'733'960 CHF | 99.72% | 99.72% |
06.05.2024 | 0.08% | 12.57 CHF | 12.58 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'674'340 CHF | 5'678'840 CHF | 100.00% | 100.00% |
03.05.2024 | 0.08% | 12.40 CHF | 12.41 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'595'220 CHF | 5'599'720 CHF | 99.85% | 99.85% |
02.05.2024 | 0.08% | 12.14 CHF | 12.15 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'427'780 CHF | 5'432'280 CHF | 99.57% | 99.57% |