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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.08% | 12.56 CHF | 12.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'523'190 CHF | 2'525'190 CHF | 100.00% | 100.00% |
08.05.2024 | 0.08% | 12.31 CHF | 12.32 CHF | 200'000 | 200'000 | 199'961 | 199'961 | 2'461'160 CHF | 2'463'160 CHF | 99.67% | 99.67% |
07.05.2024 | 0.08% | 12.21 CHF | 12.22 CHF | 200'000 | 200'000 | 199'891 | 199'891 | 2'412'990 CHF | 2'414'990 CHF | 99.72% | 99.72% |
06.05.2024 | 0.08% | 11.90 CHF | 11.91 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'371'940 CHF | 2'373'940 CHF | 100.00% | 100.00% |
03.05.2024 | 0.09% | 11.67 CHF | 11.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'339'440 CHF | 2'341'440 CHF | 99.83% | 99.83% |
02.05.2024 | 0.09% | 11.61 CHF | 11.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'325'210 CHF | 2'327'210 CHF | 99.52% | 99.52% |
30.04.2024 | 0.08% | 11.74 CHF | 11.75 CHF | 200'000 | 200'000 | 199'849 | 199'849 | 2'379'930 CHF | 2'381'930 CHF | 99.76% | 99.76% |
29.04.2024 | 0.08% | 12.00 CHF | 12.01 CHF | 200'000 | 200'000 | 199'961 | 199'961 | 2'415'600 CHF | 2'417'600 CHF | 99.65% | 99.65% |
26.04.2024 | 0.08% | 12.11 CHF | 12.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'401'120 CHF | 2'403'120 CHF | 99.58% | 99.58% |
25.04.2024 | 0.08% | 11.77 CHF | 11.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'363'830 CHF | 2'365'830 CHF | 99.96% | 99.96% |