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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.04.2024 | 0.09% | 11.17 CHF | 11.18 CHF | 375'000 | 375'000 | 374'299 | 374'299 | 4'211'460 CHF | 4'215'210 CHF | 99.99% | 99.99% |
16.04.2024 | 0.09% | 11.05 CHF | 11.06 CHF | 375'000 | 375'000 | 374'288 | 374'288 | 4'168'960 CHF | 4'172'710 CHF | 99.95% | 99.95% |
15.04.2024 | 0.08% | 11.59 CHF | 11.60 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'413'090 CHF | 4'416'840 CHF | 99.81% | 99.81% |
12.04.2024 | 0.09% | 11.32 CHF | 11.33 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'393'130 CHF | 4'396'880 CHF | 100.00% | 100.00% |
11.04.2024 | 0.09% | 11.51 CHF | 11.52 CHF | 375'000 | 375'000 | 374'949 | 374'949 | 4'385'850 CHF | 4'389'600 CHF | 99.86% | 99.86% |
10.04.2024 | 0.08% | 11.89 CHF | 11.90 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'505'550 CHF | 4'509'300 CHF | 99.76% | 99.76% |
09.04.2024 | 0.08% | 11.86 CHF | 11.87 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'533'140 CHF | 4'536'890 CHF | 100.00% | 100.00% |
08.04.2024 | 0.08% | 12.36 CHF | 12.37 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'603'140 CHF | 4'606'890 CHF | 100.00% | 100.00% |
05.04.2024 | 0.08% | 11.99 CHF | 12.00 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'493'590 CHF | 4'497'340 CHF | 99.99% | 99.99% |
04.04.2024 | 0.08% | 12.55 CHF | 12.56 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'702'100 CHF | 4'705'850 CHF | 99.90% | 99.90% |