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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.08% | 12.76 CHF | 12.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'545'850 CHF | 2'547'850 CHF | 100.00% | 100.00% |
10.05.2024 | 0.08% | 12.71 CHF | 12.72 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'552'460 CHF | 2'554'460 CHF | 100.00% | 100.00% |
08.05.2024 | 0.08% | 12.46 CHF | 12.47 CHF | 200'000 | 200'000 | 199'961 | 199'961 | 2'490'370 CHF | 2'492'370 CHF | 99.67% | 99.67% |
07.05.2024 | 0.08% | 12.36 CHF | 12.37 CHF | 200'000 | 200'000 | 199'892 | 199'892 | 2'442'240 CHF | 2'444'240 CHF | 99.72% | 99.72% |
06.05.2024 | 0.08% | 12.05 CHF | 12.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'401'180 CHF | 2'403'180 CHF | 100.00% | 100.00% |
03.05.2024 | 0.08% | 11.82 CHF | 11.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'368'620 CHF | 2'370'620 CHF | 99.88% | 99.88% |
02.05.2024 | 0.08% | 11.76 CHF | 11.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'354'380 CHF | 2'356'380 CHF | 99.52% | 99.52% |
30.04.2024 | 0.08% | 11.89 CHF | 11.90 CHF | 200'000 | 200'000 | 199'846 | 199'846 | 2'409'100 CHF | 2'411'100 CHF | 99.84% | 99.84% |
29.04.2024 | 0.08% | 12.15 CHF | 12.16 CHF | 200'000 | 200'000 | 199'961 | 199'961 | 2'444'770 CHF | 2'446'770 CHF | 99.62% | 99.62% |
26.04.2024 | 0.08% | 12.25 CHF | 12.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'430'350 CHF | 2'432'350 CHF | 99.60% | 99.60% |