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 | 0.09% | 11.04 CHF | 11.05 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'084'960 CHF | 4'088'710 CHF | 99.96% | 99.96% |
17.04.2024 | 0.09% | 10.94 CHF | 10.95 CHF | 375'000 | 375'000 | 374'294 | 374'294 | 4'125'050 CHF | 4'128'800 CHF | 100.00% | 100.00% |
16.04.2024 | 0.09% | 10.82 CHF | 10.83 CHF | 375'000 | 375'000 | 374'301 | 374'301 | 4'082'650 CHF | 4'086'400 CHF | 99.95% | 99.95% |
15.04.2024 | 0.09% | 11.36 CHF | 11.37 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'326'270 CHF | 4'330'020 CHF | 99.82% | 99.82% |
12.04.2024 | 0.09% | 11.09 CHF | 11.10 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'306'460 CHF | 4'310'210 CHF | 99.99% | 99.99% |
11.04.2024 | 0.09% | 11.28 CHF | 11.29 CHF | 375'000 | 375'000 | 374'949 | 374'949 | 4'298'580 CHF | 4'302'330 CHF | 99.83% | 99.83% |
10.04.2024 | 0.08% | 11.65 CHF | 11.66 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'418'120 CHF | 4'421'870 CHF | 99.74% | 99.74% |
09.04.2024 | 0.08% | 11.63 CHF | 11.64 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'445'600 CHF | 4'449'350 CHF | 100.00% | 100.00% |
08.04.2024 | 0.08% | 12.12 CHF | 12.13 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'515'720 CHF | 4'519'480 CHF | 100.00% | 100.00% |
05.04.2024 | 0.09% | 11.76 CHF | 11.77 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'406'490 CHF | 4'410'240 CHF | 100.00% | 100.00% |