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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.05.2024 | 0.08% | 11.80 CHF | 11.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'364'430 CHF | 2'366'430 CHF | 99.72% | 99.72% |
02.05.2024 | 0.09% | 11.74 CHF | 11.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'350'250 CHF | 2'352'250 CHF | 99.54% | 99.54% |
30.04.2024 | 0.08% | 11.87 CHF | 11.88 CHF | 200'000 | 200'000 | 199'820 | 199'820 | 2'404'670 CHF | 2'406'670 CHF | 99.99% | 99.99% |
29.04.2024 | 0.08% | 12.13 CHF | 12.14 CHF | 200'000 | 200'000 | 199'960 | 199'960 | 2'440'680 CHF | 2'442'680 CHF | 99.59% | 99.59% |
26.04.2024 | 0.08% | 12.23 CHF | 12.24 CHF | 200'000 | 200'000 | 199'994 | 199'994 | 2'426'200 CHF | 2'428'200 CHF | 99.64% | 99.64% |
25.04.2024 | 0.08% | 11.90 CHF | 11.91 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'388'970 CHF | 2'390'970 CHF | 99.97% | 99.97% |
24.04.2024 | 0.08% | 12.08 CHF | 12.09 CHF | 200'000 | 200'000 | 199'953 | 199'953 | 2'451'300 CHF | 2'453'300 CHF | 100.00% | 100.00% |
23.04.2024 | 0.08% | 12.17 CHF | 12.18 CHF | 200'000 | 200'000 | 199'962 | 199'962 | 2'402'800 CHF | 2'404'800 CHF | 99.99% | 99.99% |
22.04.2024 | 0.09% | 11.73 CHF | 11.74 CHF | 200'000 | 200'000 | 199'939 | 199'939 | 2'344'600 CHF | 2'346'600 CHF | 100.00% | 100.00% |
19.04.2024 | 0.09% | 11.63 CHF | 11.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'313'800 CHF | 2'315'800 CHF | 100.00% | 100.00% |