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 | 0.10% | 9.87 CHF | 9.88 CHF | 250'000 | 250'000 | 249'798 | 249'798 | 2'471'730 CHF | 2'474'230 CHF | 99.99% | 99.99% |
15.05.2024 | 0.10% | 9.89 CHF | 9.90 CHF | 250'000 | 250'000 | 249'519 | 249'519 | 2'440'140 CHF | 2'442'640 CHF | 99.83% | 99.83% |
14.05.2024 | 0.10% | 9.65 CHF | 9.66 CHF | 250'000 | 250'000 | 249'950 | 249'950 | 2'402'360 CHF | 2'404'860 CHF | 99.88% | 99.88% |
13.05.2024 | 0.10% | 9.54 CHF | 9.55 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'398'090 CHF | 2'400'590 CHF | 99.45% | 99.45% |
10.05.2024 | 0.10% | 9.77 CHF | 9.78 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'457'990 CHF | 2'460'490 CHF | 100.00% | 100.00% |
08.05.2024 | 0.11% | 9.35 CHF | 9.36 CHF | 250'000 | 250'000 | 249'947 | 249'947 | 2'335'300 CHF | 2'337'800 CHF | 99.29% | 99.29% |
07.05.2024 | 0.11% | 9.36 CHF | 9.37 CHF | 250'000 | 250'000 | 249'846 | 249'846 | 2'340'130 CHF | 2'342'630 CHF | 100.00% | 100.00% |
06.05.2024 | 0.11% | 9.42 CHF | 9.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'347'300 CHF | 2'349'800 CHF | 100.00% | 100.00% |
03.05.2024 | 0.11% | 9.14 CHF | 9.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'301'530 CHF | 2'304'030 CHF | 98.18% | 98.18% |
02.05.2024 | 0.11% | 9.31 CHF | 9.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'322'330 CHF | 2'324'830 CHF | 99.98% | 99.98% |