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 | 0.15% | 6.71 CHF | 6.72 CHF | 250'000 | 250'000 | 249'801 | 249'801 | 1'684'650 CHF | 1'687'150 CHF | 100.00% | 100.00% |
15.05.2024 | 0.15% | 6.74 CHF | 6.75 CHF | 250'000 | 250'000 | 249'518 | 249'518 | 1'652'380 CHF | 1'654'880 CHF | 99.83% | 99.83% |
14.05.2024 | 0.16% | 6.48 CHF | 6.49 CHF | 250'000 | 250'000 | 249'949 | 249'949 | 1'611'260 CHF | 1'613'760 CHF | 99.89% | 99.89% |
13.05.2024 | 0.16% | 6.37 CHF | 6.38 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'607'880 CHF | 1'610'380 CHF | 99.45% | 99.45% |
10.05.2024 | 0.15% | 6.61 CHF | 6.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'668'080 CHF | 1'670'580 CHF | 100.00% | 100.00% |
08.05.2024 | 0.16% | 6.19 CHF | 6.20 CHF | 250'000 | 250'000 | 249'943 | 249'943 | 1'544'380 CHF | 1'546'880 CHF | 99.29% | 99.29% |
07.05.2024 | 0.16% | 6.20 CHF | 6.21 CHF | 250'000 | 250'000 | 249'849 | 249'849 | 1'551'030 CHF | 1'553'530 CHF | 100.00% | 100.00% |
06.05.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'559'740 CHF | 1'562'240 CHF | 100.00% | 100.00% |
03.05.2024 | 0.17% | 6.00 CHF | 6.01 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'513'360 CHF | 1'515'860 CHF | 98.19% | 98.19% |
02.05.2024 | 0.16% | 6.14 CHF | 6.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'529'210 CHF | 1'531'710 CHF | 99.98% | 99.98% |