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% | 6.55 CHF | 6.56 CHF | 250'000 | 250'000 | 249'799 | 249'799 | 1'643'790 CHF | 1'646'290 CHF | 100.00% | 100.00% |
15.05.2024 | 0.16% | 6.57 CHF | 6.58 CHF | 250'000 | 250'000 | 249'514 | 249'514 | 1'611'640 CHF | 1'614'140 CHF | 99.82% | 99.82% |
14.05.2024 | 0.16% | 6.32 CHF | 6.33 CHF | 250'000 | 250'000 | 249'948 | 249'948 | 1'570'290 CHF | 1'572'790 CHF | 99.88% | 99.88% |
13.05.2024 | 0.16% | 6.21 CHF | 6.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'566'940 CHF | 1'569'440 CHF | 99.45% | 99.45% |
10.05.2024 | 0.15% | 6.44 CHF | 6.45 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'627'170 CHF | 1'629'670 CHF | 99.99% | 99.99% |
08.05.2024 | 0.17% | 6.02 CHF | 6.03 CHF | 250'000 | 250'000 | 249'946 | 249'946 | 1'503'450 CHF | 1'505'950 CHF | 99.29% | 99.29% |
07.05.2024 | 0.17% | 6.04 CHF | 6.05 CHF | 250'000 | 250'000 | 249'848 | 249'848 | 1'510'140 CHF | 1'512'640 CHF | 100.00% | 100.00% |
06.05.2024 | 0.16% | 6.10 CHF | 6.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'518'910 CHF | 1'521'410 CHF | 100.00% | 100.00% |
03.05.2024 | 0.17% | 5.83 CHF | 5.84 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'472'560 CHF | 1'475'060 CHF | 98.20% | 98.20% |
02.05.2024 | 0.17% | 5.97 CHF | 5.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'488'120 CHF | 1'490'620 CHF | 99.98% | 99.98% |