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 | 0.09% | 11.41 CHF | 11.42 CHF | 450'000 | 450'000 | 449'650 | 449'650 | 5'097'370 CHF | 5'101'870 CHF | 100.00% | 100.00% |
15.05.2024 | 0.09% | 11.23 CHF | 11.24 CHF | 450'000 | 450'000 | 449'116 | 449'116 | 4'971'540 CHF | 4'976'040 CHF | 99.78% | 99.78% |
14.05.2024 | 0.09% | 10.95 CHF | 10.96 CHF | 450'000 | 450'000 | 449'945 | 449'945 | 4'931'740 CHF | 4'936'240 CHF | 99.95% | 99.95% |
13.05.2024 | 0.09% | 11.05 CHF | 11.06 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'973'470 CHF | 4'977'970 CHF | 100.00% | 100.00% |
10.05.2024 | 0.09% | 10.98 CHF | 10.99 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'954'370 CHF | 4'958'870 CHF | 100.00% | 100.00% |
08.05.2024 | 0.10% | 10.53 CHF | 10.54 CHF | 450'000 | 450'000 | 449'910 | 449'910 | 4'711'800 CHF | 4'716'300 CHF | 99.67% | 99.67% |
07.05.2024 | 0.10% | 10.52 CHF | 10.53 CHF | 450'000 | 450'000 | 449'789 | 449'789 | 4'714'550 CHF | 4'719'050 CHF | 99.72% | 99.72% |
06.05.2024 | 0.10% | 10.32 CHF | 10.33 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'661'560 CHF | 4'666'060 CHF | 100.00% | 100.00% |
03.05.2024 | 0.10% | 10.15 CHF | 10.16 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'581'570 CHF | 4'586'070 CHF | 99.74% | 99.74% |
02.05.2024 | 0.10% | 9.87 CHF | 9.88 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'407'820 CHF | 4'412'320 CHF | 99.57% | 99.57% |