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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.15% | 6.50 CHF | 6.51 CHF | 250'000 | 250'000 | 249'848 | 249'848 | 1'624'940 CHF | 1'627'440 CHF | 100.00% | 100.00% |
06.05.2024 | 0.15% | 6.56 CHF | 6.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'633'500 CHF | 1'636'000 CHF | 100.00% | 100.00% |
03.05.2024 | 0.16% | 6.29 CHF | 6.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'587'230 CHF | 1'589'730 CHF | 98.17% | 98.17% |
02.05.2024 | 0.16% | 6.44 CHF | 6.45 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'603'520 CHF | 1'606'020 CHF | 100.00% | 100.00% |
30.04.2024 | 0.15% | 6.43 CHF | 6.44 CHF | 250'000 | 250'000 | 249'773 | 249'773 | 1'629'630 CHF | 1'632'130 CHF | 99.76% | 99.76% |
29.04.2024 | 0.15% | 6.73 CHF | 6.74 CHF | 250'000 | 250'000 | 249'963 | 249'963 | 1'689'150 CHF | 1'691'650 CHF | 99.99% | 99.99% |
26.04.2024 | 0.15% | 6.76 CHF | 6.77 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'710'630 CHF | 1'713'130 CHF | 99.18% | 99.18% |
25.04.2024 | 0.15% | 6.76 CHF | 6.77 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'671'440 CHF | 1'673'940 CHF | 99.58% | 99.58% |
24.04.2024 | 0.15% | 6.74 CHF | 6.75 CHF | 250'000 | 250'000 | 249'903 | 249'903 | 1'656'040 CHF | 1'658'540 CHF | 100.00% | 100.00% |
23.04.2024 | 0.15% | 6.61 CHF | 6.62 CHF | 250'000 | 250'000 | 249'950 | 249'950 | 1'626'930 CHF | 1'629'430 CHF | 99.32% | 99.32% |