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 | 0.11% | 9.12 CHF | 9.13 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'037'770 CHF | 4'042'270 CHF | 100.00% | 100.00% |
22.04.2024 | 0.11% | 8.69 CHF | 8.70 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 3'964'890 CHF | 3'969'390 CHF | 99.99% | 99.99% |
19.04.2024 | 0.12% | 8.64 CHF | 8.65 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 3'795'610 CHF | 3'800'110 CHF | 99.98% | 99.98% |
18.04.2024 | 0.12% | 8.76 CHF | 8.77 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 3'847'360 CHF | 3'851'860 CHF | 99.99% | 99.99% |
17.04.2024 | 0.12% | 8.49 CHF | 8.50 CHF | 450'000 | 450'000 | 449'110 | 449'110 | 3'866'950 CHF | 3'871'450 CHF | 99.99% | 99.99% |
16.04.2024 | 0.12% | 8.54 CHF | 8.55 CHF | 450'000 | 450'000 | 449'196 | 449'196 | 3'845'150 CHF | 3'849'650 CHF | 99.81% | 99.81% |
15.04.2024 | 0.11% | 8.80 CHF | 8.81 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 3'999'630 CHF | 4'004'130 CHF | 99.82% | 99.82% |
12.04.2024 | 0.11% | 8.82 CHF | 8.83 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'087'180 CHF | 4'091'680 CHF | 100.00% | 100.00% |
11.04.2024 | 0.11% | 8.96 CHF | 8.97 CHF | 450'000 | 450'000 | 449'922 | 449'922 | 4'091'690 CHF | 4'096'190 CHF | 99.86% | 99.86% |
10.04.2024 | 0.11% | 9.16 CHF | 9.17 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'229'700 CHF | 4'234'200 CHF | 99.99% | 99.99% |