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% | 12.32 CHF | 12.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'457'870 CHF | 2'459'870 CHF | 100.00% | 100.00% |
10.05.2024 | 0.08% | 12.27 CHF | 12.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'464'600 CHF | 2'466'600 CHF | 100.00% | 100.00% |
08.05.2024 | 0.08% | 12.02 CHF | 12.03 CHF | 200'000 | 200'000 | 199'958 | 199'958 | 2'402'640 CHF | 2'404'640 CHF | 99.67% | 99.67% |
07.05.2024 | 0.08% | 11.92 CHF | 11.93 CHF | 200'000 | 200'000 | 199'895 | 199'895 | 2'354'580 CHF | 2'356'580 CHF | 99.72% | 99.72% |
06.05.2024 | 0.09% | 11.61 CHF | 11.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'313'520 CHF | 2'315'520 CHF | 100.00% | 100.00% |
03.05.2024 | 0.09% | 11.38 CHF | 11.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'281'100 CHF | 2'283'100 CHF | 99.84% | 99.84% |
02.05.2024 | 0.09% | 11.32 CHF | 11.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'266'830 CHF | 2'268'830 CHF | 99.53% | 99.53% |
30.04.2024 | 0.09% | 11.45 CHF | 11.46 CHF | 200'000 | 200'000 | 199'853 | 199'853 | 2'321'530 CHF | 2'323'530 CHF | 99.84% | 99.84% |
29.04.2024 | 0.08% | 11.71 CHF | 11.72 CHF | 200'000 | 200'000 | 199'960 | 199'960 | 2'357'200 CHF | 2'359'200 CHF | 99.61% | 99.61% |
26.04.2024 | 0.09% | 11.82 CHF | 11.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'342'630 CHF | 2'344'630 CHF | 99.57% | 99.57% |