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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.08% | 11.93 CHF | 11.94 CHF | 200'000 | 200'000 | 199'891 | 199'891 | 2'357'040 CHF | 2'359'040 CHF | 99.72% | 99.72% |
06.05.2024 | 0.09% | 11.62 CHF | 11.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'316'070 CHF | 2'318'070 CHF | 100.00% | 100.00% |
03.05.2024 | 0.09% | 11.40 CHF | 11.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'283'620 CHF | 2'285'620 CHF | 99.79% | 99.79% |
02.05.2024 | 0.09% | 11.33 CHF | 11.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'269'300 CHF | 2'271'300 CHF | 99.55% | 99.55% |
30.04.2024 | 0.09% | 11.46 CHF | 11.47 CHF | 200'000 | 200'000 | 199'819 | 199'819 | 2'323'640 CHF | 2'325'640 CHF | 100.00% | 100.00% |
29.04.2024 | 0.08% | 11.72 CHF | 11.73 CHF | 200'000 | 200'000 | 199'961 | 199'961 | 2'359'760 CHF | 2'361'760 CHF | 99.63% | 99.63% |
26.04.2024 | 0.09% | 11.83 CHF | 11.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'345'210 CHF | 2'347'210 CHF | 99.64% | 99.64% |
25.04.2024 | 0.09% | 11.49 CHF | 11.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'307'910 CHF | 2'309'910 CHF | 99.97% | 99.97% |
24.04.2024 | 0.08% | 11.68 CHF | 11.69 CHF | 200'000 | 200'000 | 199'953 | 199'953 | 2'370'420 CHF | 2'372'420 CHF | 100.00% | 100.00% |
23.04.2024 | 0.09% | 11.76 CHF | 11.77 CHF | 200'000 | 200'000 | 199'962 | 199'962 | 2'322'300 CHF | 2'324'300 CHF | 99.98% | 99.98% |