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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.11% | 9.28 CHF | 9.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'283'980 CHF | 2'286'480 CHF | 100.00% | 100.00% |
16.05.2024 | 0.11% | 8.98 CHF | 8.99 CHF | 250'000 | 250'000 | 249'802 | 249'802 | 2'250'130 CHF | 2'252'630 CHF | 100.00% | 100.00% |
15.05.2024 | 0.11% | 9.00 CHF | 9.01 CHF | 250'000 | 250'000 | 249'505 | 249'513 | 2'218'260 CHF | 2'220'830 CHF | 99.83% | 99.83% |
14.05.2024 | 0.11% | 8.76 CHF | 8.77 CHF | 250'000 | 250'000 | 249'949 | 249'949 | 2'179'690 CHF | 2'182'190 CHF | 99.88% | 99.88% |
13.05.2024 | 0.11% | 8.65 CHF | 8.66 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'175'720 CHF | 2'178'220 CHF | 99.45% | 99.45% |
10.05.2024 | 0.11% | 8.88 CHF | 8.89 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'235'810 CHF | 2'238'310 CHF | 100.00% | 100.00% |
08.05.2024 | 0.12% | 8.46 CHF | 8.47 CHF | 250'000 | 250'000 | 249'945 | 249'945 | 2'112'970 CHF | 2'115'470 CHF | 99.29% | 99.29% |
07.05.2024 | 0.12% | 8.47 CHF | 8.48 CHF | 250'000 | 250'000 | 249'847 | 249'847 | 2'118'320 CHF | 2'120'820 CHF | 100.00% | 100.00% |
06.05.2024 | 0.12% | 8.53 CHF | 8.54 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'125'940 CHF | 2'128'440 CHF | 100.00% | 100.00% |
03.05.2024 | 0.12% | 8.26 CHF | 8.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'080'150 CHF | 2'082'650 CHF | 98.18% | 98.18% |