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 | 0.08% | 12.04 CHF | 12.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'409'280 CHF | 2'411'280 CHF | 99.53% | 99.53% |
30.04.2024 | 0.08% | 12.17 CHF | 12.18 CHF | 200'000 | 200'000 | 199'815 | 199'815 | 2'463'630 CHF | 2'465'630 CHF | 100.00% | 100.00% |
29.04.2024 | 0.08% | 12.42 CHF | 12.43 CHF | 200'000 | 200'000 | 199'961 | 199'961 | 2'499'670 CHF | 2'501'670 CHF | 99.60% | 99.60% |
26.04.2024 | 0.08% | 12.53 CHF | 12.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'485'280 CHF | 2'487'280 CHF | 99.64% | 99.64% |
25.04.2024 | 0.08% | 12.19 CHF | 12.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'448'070 CHF | 2'450'070 CHF | 99.97% | 99.97% |
24.04.2024 | 0.08% | 12.38 CHF | 12.39 CHF | 200'000 | 200'000 | 199'954 | 199'954 | 2'510'220 CHF | 2'512'220 CHF | 100.00% | 100.00% |
23.04.2024 | 0.08% | 12.46 CHF | 12.47 CHF | 200'000 | 200'000 | 199'962 | 199'962 | 2'461'380 CHF | 2'463'380 CHF | 100.00% | 100.00% |
22.04.2024 | 0.08% | 12.02 CHF | 12.03 CHF | 200'000 | 200'000 | 199'939 | 199'939 | 2'403'060 CHF | 2'405'060 CHF | 100.00% | 100.00% |
19.04.2024 | 0.08% | 11.92 CHF | 11.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'372'160 CHF | 2'374'160 CHF | 99.99% | 99.99% |
18.04.2024 | 0.08% | 12.03 CHF | 12.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'396'050 CHF | 2'398'050 CHF | 99.99% | 99.99% |