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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.08% | 12.54 CHF | 12.55 CHF | 450'000 | 450'000 | 449'640 | 449'640 | 5'603'330 CHF | 5'607'830 CHF | 100.00% | 100.00% |
15.05.2024 | 0.08% | 12.35 CHF | 12.36 CHF | 450'000 | 450'000 | 449'138 | 449'138 | 5'478'450 CHF | 5'482'950 CHF | 99.76% | 99.76% |
14.05.2024 | 0.08% | 12.08 CHF | 12.09 CHF | 450'000 | 450'000 | 449'954 | 449'954 | 5'440'600 CHF | 5'445'100 CHF | 99.98% | 99.98% |
13.05.2024 | 0.08% | 12.18 CHF | 12.19 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'481'700 CHF | 5'486'200 CHF | 100.00% | 100.00% |
10.05.2024 | 0.08% | 12.11 CHF | 12.12 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'462'380 CHF | 5'466'880 CHF | 100.00% | 100.00% |
08.05.2024 | 0.09% | 11.66 CHF | 11.67 CHF | 450'000 | 450'000 | 449'909 | 449'909 | 5'220'530 CHF | 5'225'030 CHF | 99.67% | 99.67% |
07.05.2024 | 0.09% | 11.65 CHF | 11.66 CHF | 450'000 | 450'000 | 449'787 | 449'787 | 5'222'130 CHF | 5'226'630 CHF | 99.72% | 99.72% |
06.05.2024 | 0.09% | 11.45 CHF | 11.46 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'168'040 CHF | 5'172'540 CHF | 100.00% | 100.00% |
03.05.2024 | 0.09% | 11.28 CHF | 11.29 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'088'550 CHF | 5'093'050 CHF | 99.73% | 99.73% |
02.05.2024 | 0.09% | 11.00 CHF | 11.01 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'917'870 CHF | 4'922'370 CHF | 99.57% | 99.57% |