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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.04.2024 | 0.10% | 10.19 CHF | 10.20 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 3'744'960 CHF | 3'748'710 CHF | 100.00% | 100.00% |
22.04.2024 | 0.10% | 9.61 CHF | 9.62 CHF | 375'000 | 375'000 | 374'838 | 374'838 | 3'590'320 CHF | 3'594'070 CHF | 100.00% | 100.00% |
19.04.2024 | 0.11% | 9.43 CHF | 9.44 CHF | 375'000 | 375'000 | 633'155 | 633'155 | 5'906'420 CHF | 5'912'750 CHF | 99.57% | 99.57% |
18.04.2024 | 0.11% | 9.65 CHF | 9.66 CHF | 375'000 | 375'000 | 377'157 | 377'157 | 3'585'590 CHF | 3'589'360 CHF | 100.00% | 100.00% |
17.04.2024 | 0.10% | 9.55 CHF | 9.56 CHF | 375'000 | 375'000 | 374'217 | 374'217 | 3'606'310 CHF | 3'610'060 CHF | 99.99% | 99.99% |
16.04.2024 | 0.11% | 9.43 CHF | 9.44 CHF | 375'000 | 375'000 | 374'657 | 374'657 | 3'567'580 CHF | 3'571'330 CHF | 99.95% | 99.95% |
15.04.2024 | 0.10% | 9.97 CHF | 9.98 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 3'805'740 CHF | 3'809'490 CHF | 99.82% | 99.82% |
12.04.2024 | 0.10% | 9.71 CHF | 9.72 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 3'786'590 CHF | 3'790'340 CHF | 100.00% | 100.00% |
11.04.2024 | 0.10% | 9.89 CHF | 9.90 CHF | 375'000 | 375'000 | 374'947 | 374'947 | 3'775'160 CHF | 3'778'910 CHF | 99.86% | 99.86% |
10.04.2024 | 0.10% | 10.25 CHF | 10.26 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 3'893'690 CHF | 3'897'440 CHF | 99.75% | 99.75% |