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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.08% | 12.93 CHF | 12.94 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'939'320 CHF | 646'940 CHF | 99.21% | 99.21% |
07.05.2024 | 0.08% | 12.94 CHF | 12.95 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'954'090 CHF | 651'863 CHF | 99.20% | 99.20% |
06.05.2024 | 0.08% | 13.09 CHF | 13.10 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'915'630 CHF | 639'044 CHF | 99.27% | 99.27% |
03.05.2024 | 0.08% | 12.40 CHF | 12.41 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'841'020 CHF | 614'174 CHF | 99.05% | 99.05% |
02.05.2024 | 0.08% | 12.05 CHF | 12.06 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'787'930 CHF | 596'478 CHF | 99.17% | 99.17% |
30.04.2024 | 0.08% | 12.47 CHF | 12.48 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'874'100 CHF | 625'201 CHF | 98.93% | 98.93% |
29.04.2024 | 0.08% | 12.37 CHF | 12.38 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'875'560 CHF | 625'687 CHF | 99.22% | 99.22% |
26.04.2024 | 0.08% | 12.39 CHF | 12.40 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'788'010 CHF | 596'504 CHF | 99.13% | 99.13% |
25.04.2024 | 0.09% | 11.44 CHF | 11.45 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'668'770 CHF | 556'756 CHF | 98.68% | 98.68% |
24.04.2024 | 0.08% | 11.52 CHF | 11.53 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'773'920 CHF | 591'807 CHF | 99.20% | 99.20% |