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% | 12.47 CHF | 12.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'487'240 CHF | 2'489'240 CHF | 100.00% | 100.00% |
10.05.2024 | 0.08% | 12.41 CHF | 12.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'493'910 CHF | 2'495'910 CHF | 100.00% | 100.00% |
08.05.2024 | 0.08% | 12.17 CHF | 12.18 CHF | 200'000 | 200'000 | 199'961 | 199'961 | 2'431'890 CHF | 2'433'890 CHF | 99.67% | 99.67% |
07.05.2024 | 0.08% | 12.06 CHF | 12.07 CHF | 200'000 | 200'000 | 199'890 | 199'890 | 2'383'720 CHF | 2'385'720 CHF | 99.72% | 99.72% |
06.05.2024 | 0.09% | 11.76 CHF | 11.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'342'760 CHF | 2'344'760 CHF | 100.00% | 100.00% |
03.05.2024 | 0.09% | 11.53 CHF | 11.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'310'250 CHF | 2'312'250 CHF | 99.78% | 99.78% |
02.05.2024 | 0.09% | 11.47 CHF | 11.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'296'010 CHF | 2'298'010 CHF | 99.56% | 99.56% |
30.04.2024 | 0.09% | 11.60 CHF | 11.61 CHF | 200'000 | 200'000 | 199'852 | 199'852 | 2'350'730 CHF | 2'352'730 CHF | 99.80% | 99.80% |
29.04.2024 | 0.08% | 11.85 CHF | 11.86 CHF | 200'000 | 200'000 | 199'961 | 199'961 | 2'386'340 CHF | 2'388'340 CHF | 99.66% | 99.66% |
26.04.2024 | 0.08% | 11.96 CHF | 11.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'371'860 CHF | 2'373'860 CHF | 99.59% | 99.59% |