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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.04.2024 | 0.11% | 9.15 CHF | 9.16 CHF | 450'000 | 450'000 | 449'897 | 449'897 | 4'172'430 CHF | 4'176'930 CHF | 94.46% | 94.46% |
23.04.2024 | 0.11% | 9.25 CHF | 9.26 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'097'260 CHF | 4'101'760 CHF | 100.00% | 100.00% |
22.04.2024 | 0.11% | 8.82 CHF | 8.83 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'024'330 CHF | 4'028'830 CHF | 100.00% | 100.00% |
19.04.2024 | 0.12% | 8.77 CHF | 8.78 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 3'854'890 CHF | 3'859'390 CHF | 99.97% | 99.97% |
18.04.2024 | 0.12% | 8.89 CHF | 8.90 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 3'906'820 CHF | 3'911'320 CHF | 100.00% | 100.00% |
17.04.2024 | 0.11% | 8.62 CHF | 8.63 CHF | 450'000 | 450'000 | 449'105 | 449'105 | 3'926'090 CHF | 3'930'590 CHF | 99.99% | 99.99% |
16.04.2024 | 0.12% | 8.67 CHF | 8.68 CHF | 450'000 | 450'000 | 449'207 | 449'207 | 3'904'610 CHF | 3'909'110 CHF | 99.81% | 99.81% |
15.04.2024 | 0.11% | 8.93 CHF | 8.94 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'059'070 CHF | 4'063'570 CHF | 99.83% | 99.83% |
12.04.2024 | 0.11% | 8.95 CHF | 8.96 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'146'590 CHF | 4'151'090 CHF | 100.00% | 100.00% |
11.04.2024 | 0.11% | 9.09 CHF | 9.10 CHF | 450'000 | 450'000 | 449'922 | 449'922 | 4'151'060 CHF | 4'155'560 CHF | 99.88% | 99.88% |