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% | 12.91 CHF | 12.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'575'190 CHF | 2'577'190 CHF | 100.00% | 100.00% |
10.05.2024 | 0.08% | 12.85 CHF | 12.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'581'730 CHF | 2'583'730 CHF | 100.00% | 100.00% |
08.05.2024 | 0.08% | 12.61 CHF | 12.62 CHF | 200'000 | 200'000 | 199'960 | 199'960 | 2'519'570 CHF | 2'521'570 CHF | 99.67% | 99.67% |
07.05.2024 | 0.08% | 12.50 CHF | 12.51 CHF | 200'000 | 200'000 | 199'889 | 199'889 | 2'471'420 CHF | 2'473'420 CHF | 99.72% | 99.72% |
06.05.2024 | 0.08% | 12.19 CHF | 12.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'430'310 CHF | 2'432'310 CHF | 100.00% | 100.00% |
03.05.2024 | 0.08% | 11.97 CHF | 11.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'397'780 CHF | 2'399'780 CHF | 99.83% | 99.83% |
02.05.2024 | 0.08% | 11.91 CHF | 11.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'383'600 CHF | 2'385'600 CHF | 99.56% | 99.56% |
30.04.2024 | 0.08% | 12.04 CHF | 12.05 CHF | 200'000 | 200'000 | 199'853 | 199'853 | 2'438'400 CHF | 2'440'400 CHF | 99.77% | 99.77% |
29.04.2024 | 0.08% | 12.29 CHF | 12.30 CHF | 200'000 | 200'000 | 199'961 | 199'961 | 2'473'950 CHF | 2'475'950 CHF | 99.64% | 99.64% |
26.04.2024 | 0.08% | 12.40 CHF | 12.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'459'510 CHF | 2'461'510 CHF | 99.62% | 99.62% |