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 | 0.08% | 12.18 CHF | 12.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'212'050 CHF | 1'213'050 CHF | 98.15% | 98.15% |
15.05.2024 | 0.09% | 11.93 CHF | 11.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'163'470 CHF | 1'164'470 CHF | 97.81% | 97.81% |
14.05.2024 | 0.09% | 11.41 CHF | 11.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'136'640 CHF | 1'137'640 CHF | 92.53% | 92.53% |
13.05.2024 | 0.09% | 11.38 CHF | 11.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'140'800 CHF | 1'141'800 CHF | 98.40% | 98.40% |
10.05.2024 | 0.09% | 11.30 CHF | 11.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'141'170 CHF | 1'142'170 CHF | 99.37% | 99.37% |
08.05.2024 | 0.09% | 11.03 CHF | 11.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'101'220 CHF | 1'102'220 CHF | 98.90% | 98.90% |
07.05.2024 | 0.09% | 11.12 CHF | 11.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'101'820 CHF | 1'102'820 CHF | 97.56% | 97.56% |
06.05.2024 | 0.09% | 10.75 CHF | 10.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'064'560 CHF | 1'065'560 CHF | 98.46% | 98.46% |
03.05.2024 | 0.10% | 10.26 CHF | 10.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'018'600 CHF | 1'019'600 CHF | 97.48% | 97.48% |
02.05.2024 | 0.10% | 9.82 CHF | 9.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 984'298 CHF | 985'298 CHF | 99.35% | 99.35% |