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 | 0.12% | 8.24 CHF | 8.25 CHF | 250'000 | 250'000 | 249'799 | 249'799 | 2'066'960 CHF | 2'069'460 CHF | 100.00% | 100.00% |
15.05.2024 | 0.12% | 8.27 CHF | 8.28 CHF | 250'000 | 250'000 | 249'516 | 249'516 | 2'035'070 CHF | 2'037'570 CHF | 99.83% | 99.83% |
14.05.2024 | 0.13% | 8.02 CHF | 8.03 CHF | 250'000 | 250'000 | 249'951 | 249'951 | 1'995'570 CHF | 1'998'070 CHF | 99.87% | 99.87% |
13.05.2024 | 0.13% | 7.91 CHF | 7.92 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'991'690 CHF | 1'994'190 CHF | 99.45% | 99.45% |
10.05.2024 | 0.12% | 8.14 CHF | 8.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'051'800 CHF | 2'054'300 CHF | 99.99% | 99.99% |
08.05.2024 | 0.13% | 7.73 CHF | 7.74 CHF | 250'000 | 250'000 | 249'943 | 249'943 | 1'928'580 CHF | 1'931'080 CHF | 99.29% | 99.29% |
07.05.2024 | 0.13% | 7.74 CHF | 7.75 CHF | 250'000 | 250'000 | 249'846 | 249'846 | 1'934'240 CHF | 1'936'740 CHF | 100.00% | 100.00% |
06.05.2024 | 0.13% | 7.80 CHF | 7.81 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'942'290 CHF | 1'944'790 CHF | 100.00% | 100.00% |
03.05.2024 | 0.13% | 7.52 CHF | 7.53 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'896'220 CHF | 1'898'720 CHF | 98.17% | 98.17% |
02.05.2024 | 0.13% | 7.68 CHF | 7.69 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'914'480 CHF | 1'916'980 CHF | 99.99% | 99.99% |