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 | 0.09% | 11.17 CHF | 11.18 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'993'460 CHF | 4'997'960 CHF | 99.60% | 99.60% |
30.04.2024 | 0.09% | 11.19 CHF | 11.20 CHF | 450'000 | 450'000 | 449'590 | 449'590 | 5'101'800 CHF | 5'106'300 CHF | 99.95% | 99.95% |
29.04.2024 | 0.09% | 11.33 CHF | 11.34 CHF | 450'000 | 450'000 | 449'952 | 449'952 | 5'107'490 CHF | 5'111'990 CHF | 99.65% | 99.65% |
26.04.2024 | 0.09% | 11.27 CHF | 11.28 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'054'430 CHF | 5'058'930 CHF | 99.61% | 99.61% |
25.04.2024 | 0.09% | 10.95 CHF | 10.96 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'066'520 CHF | 5'071'020 CHF | 99.98% | 99.98% |
24.04.2024 | 0.09% | 11.44 CHF | 11.45 CHF | 450'000 | 450'000 | 449'942 | 449'942 | 5'201'370 CHF | 5'205'870 CHF | 94.45% | 94.45% |
23.04.2024 | 0.09% | 11.53 CHF | 11.54 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'122'520 CHF | 5'127'020 CHF | 99.99% | 99.99% |
22.04.2024 | 0.09% | 11.10 CHF | 11.11 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'049'400 CHF | 5'053'900 CHF | 100.00% | 100.00% |
19.04.2024 | 0.09% | 11.04 CHF | 11.05 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'876'090 CHF | 4'880'590 CHF | 99.98% | 99.98% |
18.04.2024 | 0.09% | 11.17 CHF | 11.18 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'928'860 CHF | 4'933'360 CHF | 99.99% | 99.99% |