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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 0.08% | 11.91 CHF | 11.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'385'030 CHF | 2'387'030 CHF | 99.54% | 99.54% |
30.04.2024 | 0.08% | 12.05 CHF | 12.06 CHF | 200'000 | 200'000 | 199'813 | 199'813 | 2'439'310 CHF | 2'441'310 CHF | 99.99% | 99.99% |
29.04.2024 | 0.08% | 12.30 CHF | 12.31 CHF | 200'000 | 200'000 | 199'961 | 199'961 | 2'475'360 CHF | 2'477'360 CHF | 99.60% | 99.60% |
26.04.2024 | 0.08% | 12.41 CHF | 12.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'460'990 CHF | 2'462'990 CHF | 99.64% | 99.64% |
25.04.2024 | 0.08% | 12.07 CHF | 12.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'423'730 CHF | 2'425'730 CHF | 99.98% | 99.98% |
24.04.2024 | 0.08% | 12.26 CHF | 12.27 CHF | 200'000 | 200'000 | 199'953 | 199'953 | 2'485'990 CHF | 2'487'990 CHF | 99.99% | 99.99% |
23.04.2024 | 0.08% | 12.34 CHF | 12.35 CHF | 200'000 | 200'000 | 199'963 | 199'963 | 2'437'280 CHF | 2'439'280 CHF | 100.00% | 100.00% |
22.04.2024 | 0.08% | 11.90 CHF | 11.91 CHF | 200'000 | 200'000 | 199'939 | 199'939 | 2'378'970 CHF | 2'380'970 CHF | 100.00% | 100.00% |
19.04.2024 | 0.09% | 11.80 CHF | 11.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'348'120 CHF | 2'350'120 CHF | 99.99% | 99.99% |
18.04.2024 | 0.08% | 11.91 CHF | 11.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'371'950 CHF | 2'373'950 CHF | 100.00% | 100.00% |