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% | 11.83 CHF | 11.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'376'730 CHF | 2'378'730 CHF | 100.00% | 100.00% |
08.05.2024 | 0.09% | 11.58 CHF | 11.59 CHF | 200'000 | 200'000 | 199'960 | 199'960 | 2'314'920 CHF | 2'316'920 CHF | 99.67% | 99.67% |
07.05.2024 | 0.09% | 11.48 CHF | 11.49 CHF | 200'000 | 200'000 | 199'891 | 199'891 | 2'266'840 CHF | 2'268'840 CHF | 99.72% | 99.72% |
06.05.2024 | 0.09% | 11.17 CHF | 11.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'225'960 CHF | 2'227'960 CHF | 100.00% | 100.00% |
03.05.2024 | 0.09% | 10.95 CHF | 10.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'193'620 CHF | 2'195'620 CHF | 99.81% | 99.81% |
02.05.2024 | 0.09% | 10.88 CHF | 10.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'179'180 CHF | 2'181'180 CHF | 99.58% | 99.58% |
30.04.2024 | 0.09% | 11.01 CHF | 11.02 CHF | 200'000 | 200'000 | 199'853 | 199'853 | 2'233'790 CHF | 2'235'790 CHF | 99.84% | 99.84% |
29.04.2024 | 0.09% | 11.27 CHF | 11.28 CHF | 200'000 | 200'000 | 199'961 | 199'961 | 2'269'600 CHF | 2'271'600 CHF | 99.65% | 99.65% |
26.04.2024 | 0.09% | 11.38 CHF | 11.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'254'970 CHF | 2'256'970 CHF | 99.61% | 99.61% |
25.04.2024 | 0.09% | 11.04 CHF | 11.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'217'600 CHF | 2'219'600 CHF | 99.96% | 99.96% |