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 | 0.14% | 6.95 CHF | 6.96 CHF | 250'000 | 250'000 | 249'797 | 249'797 | 1'744'380 CHF | 1'746'880 CHF | 100.00% | 100.00% |
15.05.2024 | 0.15% | 6.98 CHF | 6.99 CHF | 250'000 | 250'000 | 249'513 | 249'513 | 1'712'160 CHF | 1'714'660 CHF | 99.83% | 99.83% |
14.05.2024 | 0.15% | 6.72 CHF | 6.73 CHF | 250'000 | 250'000 | 249'949 | 249'949 | 1'671'350 CHF | 1'673'850 CHF | 99.88% | 99.88% |
13.05.2024 | 0.15% | 6.61 CHF | 6.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'667'890 CHF | 1'670'390 CHF | 99.45% | 99.45% |
10.05.2024 | 0.14% | 6.85 CHF | 6.86 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'728'060 CHF | 1'730'560 CHF | 100.00% | 100.00% |
08.05.2024 | 0.16% | 6.43 CHF | 6.44 CHF | 250'000 | 250'000 | 249'947 | 249'947 | 1'604'450 CHF | 1'606'950 CHF | 99.29% | 99.29% |
07.05.2024 | 0.16% | 6.44 CHF | 6.45 CHF | 250'000 | 250'000 | 249'846 | 249'846 | 1'610'940 CHF | 1'613'440 CHF | 100.00% | 100.00% |
06.05.2024 | 0.15% | 6.50 CHF | 6.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'619'530 CHF | 1'622'030 CHF | 100.00% | 100.00% |
03.05.2024 | 0.16% | 6.24 CHF | 6.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'573'230 CHF | 1'575'730 CHF | 98.18% | 98.18% |
02.05.2024 | 0.16% | 6.38 CHF | 6.39 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'589'440 CHF | 1'591'940 CHF | 99.99% | 99.99% |