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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.12% | 12.02 CHF | 12.03 CHF | 160'000 | 160'000 | 120'882 | 120'882 | 1'443'510 CHF | 1'445'110 CHF | 99.97% | 99.97% |
13.05.2024 | 0.08% | 11.96 CHF | 11.97 CHF | 160'000 | 160'000 | 159'707 | 159'707 | 1'904'480 CHF | 1'906'070 CHF | 100.00% | 100.00% |
10.05.2024 | 0.08% | 11.82 CHF | 11.83 CHF | 160'000 | 160'000 | 159'707 | 159'707 | 1'902'170 CHF | 1'903'770 CHF | 99.98% | 99.98% |
08.05.2024 | 0.09% | 11.84 CHF | 11.85 CHF | 160'000 | 160'000 | 158'705 | 158'705 | 1'859'680 CHF | 1'861'280 CHF | 93.34% | 93.34% |
07.05.2024 | 0.09% | 11.84 CHF | 11.85 CHF | 160'000 | 160'000 | 159'536 | 159'536 | 1'873'740 CHF | 1'875'340 CHF | 99.45% | 99.45% |
06.05.2024 | 0.09% | 11.56 CHF | 11.57 CHF | 160'000 | 160'000 | 159'707 | 159'707 | 1'831'590 CHF | 1'833'190 CHF | 100.00% | 100.00% |
03.05.2024 | 0.12% | 11.21 CHF | 11.22 CHF | 160'000 | 160'000 | 140'561 | 140'561 | 1'555'020 CHF | 1'556'550 CHF | 99.99% | 99.99% |
02.05.2024 | 0.09% | 10.73 CHF | 10.74 CHF | 160'000 | 160'000 | 159'698 | 159'698 | 1'712'940 CHF | 1'714'540 CHF | 99.63% | 99.63% |
30.04.2024 | 0.09% | 11.15 CHF | 11.16 CHF | 160'000 | 160'000 | 159'708 | 159'708 | 1'800'300 CHF | 1'801'900 CHF | 99.99% | 99.99% |
29.04.2024 | 0.09% | 11.27 CHF | 11.28 CHF | 160'000 | 160'000 | 159'671 | 159'671 | 1'805'040 CHF | 1'806'640 CHF | 99.65% | 99.65% |