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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.04.2024 | 0.08% | 11.95 CHF | 11.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'369'490 CHF | 2'371'490 CHF | 99.65% | 99.65% |
25.04.2024 | 0.09% | 11.62 CHF | 11.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'332'230 CHF | 2'334'230 CHF | 99.99% | 99.99% |
24.04.2024 | 0.08% | 11.80 CHF | 11.81 CHF | 200'000 | 200'000 | 199'953 | 199'953 | 2'394'680 CHF | 2'396'680 CHF | 100.00% | 100.00% |
23.04.2024 | 0.09% | 11.88 CHF | 11.89 CHF | 200'000 | 200'000 | 199'963 | 199'963 | 2'346'440 CHF | 2'348'440 CHF | 100.00% | 100.00% |
22.04.2024 | 0.09% | 11.45 CHF | 11.46 CHF | 200'000 | 200'000 | 199'939 | 199'939 | 2'288'410 CHF | 2'290'410 CHF | 100.00% | 100.00% |
19.04.2024 | 0.09% | 11.35 CHF | 11.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'257'750 CHF | 2'259'750 CHF | 99.99% | 99.99% |
18.04.2024 | 0.09% | 11.45 CHF | 11.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'281'370 CHF | 2'283'370 CHF | 100.00% | 100.00% |
17.04.2024 | 0.09% | 11.38 CHF | 11.39 CHF | 200'000 | 200'000 | 199'604 | 199'604 | 2'289'600 CHF | 2'291'600 CHF | 100.00% | 100.00% |
16.04.2024 | 0.09% | 11.31 CHF | 11.32 CHF | 200'000 | 200'000 | 199'642 | 199'642 | 2'267'760 CHF | 2'269'760 CHF | 99.82% | 99.82% |
15.04.2024 | 0.08% | 11.65 CHF | 11.66 CHF | 200'000 | 200'000 | 199'946 | 199'946 | 2'356'200 CHF | 2'358'200 CHF | 99.99% | 99.99% |