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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 0.10% | 10.45 CHF | 10.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'080'750 CHF | 2'082'750 CHF | 99.59% | 99.59% |
17.04.2024 | 0.10% | 10.37 CHF | 10.38 CHF | 200'000 | 200'000 | 199'612 | 199'612 | 2'087'920 CHF | 2'089'920 CHF | 99.94% | 99.94% |
16.04.2024 | 0.10% | 10.30 CHF | 10.31 CHF | 200'000 | 200'000 | 199'652 | 199'652 | 2'065'910 CHF | 2'067'910 CHF | 99.83% | 99.83% |
15.04.2024 | 0.09% | 10.64 CHF | 10.65 CHF | 200'000 | 200'000 | 199'947 | 199'947 | 2'153'520 CHF | 2'155'520 CHF | 99.88% | 99.88% |
12.04.2024 | 0.09% | 10.43 CHF | 10.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'143'450 CHF | 2'145'450 CHF | 99.78% | 99.78% |
11.04.2024 | 0.09% | 10.60 CHF | 10.61 CHF | 200'000 | 200'000 | 199'968 | 199'968 | 2'146'440 CHF | 2'148'440 CHF | 99.51% | 99.51% |
10.04.2024 | 0.09% | 10.83 CHF | 10.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'180'850 CHF | 2'182'850 CHF | 99.36% | 99.36% |
09.04.2024 | 0.09% | 10.78 CHF | 10.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'186'540 CHF | 2'188'540 CHF | 100.00% | 100.00% |
08.04.2024 | 0.09% | 11.09 CHF | 11.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'206'880 CHF | 2'208'880 CHF | 100.00% | 100.00% |
05.04.2024 | 0.09% | 10.85 CHF | 10.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'163'320 CHF | 2'165'320 CHF | 99.77% | 99.77% |