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 | 0.12% | 8.15 CHF | 8.16 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'000'810 CHF | 2'003'310 CHF | 100.00% | 100.00% |
16.05.2024 | 0.13% | 7.85 CHF | 7.86 CHF | 250'000 | 250'000 | 249'800 | 249'800 | 1'969'070 CHF | 1'971'570 CHF | 100.00% | 100.00% |
15.05.2024 | 0.13% | 7.88 CHF | 7.89 CHF | 250'000 | 250'000 | 249'508 | 249'508 | 1'936'970 CHF | 1'939'470 CHF | 99.83% | 99.83% |
14.05.2024 | 0.13% | 7.63 CHF | 7.64 CHF | 250'000 | 250'000 | 249'948 | 249'948 | 1'897'140 CHF | 1'899'640 CHF | 99.88% | 99.88% |
13.05.2024 | 0.13% | 7.52 CHF | 7.53 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'893'430 CHF | 1'895'930 CHF | 99.45% | 99.45% |
10.05.2024 | 0.13% | 7.75 CHF | 7.76 CHF | 250'000 | 250'000 | 249'999 | 250'000 | 1'953'510 CHF | 1'956'020 CHF | 100.00% | 100.00% |
08.05.2024 | 0.14% | 7.33 CHF | 7.34 CHF | 250'000 | 250'000 | 249'943 | 249'943 | 1'830'180 CHF | 1'832'680 CHF | 99.29% | 99.29% |
07.05.2024 | 0.14% | 7.35 CHF | 7.36 CHF | 250'000 | 250'000 | 249'848 | 249'848 | 1'836'160 CHF | 1'838'660 CHF | 100.00% | 100.00% |
06.05.2024 | 0.14% | 7.40 CHF | 7.41 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'844'290 CHF | 1'846'790 CHF | 100.00% | 100.00% |
03.05.2024 | 0.14% | 7.13 CHF | 7.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'798'170 CHF | 1'800'670 CHF | 98.18% | 98.18% |