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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.14% | 7.32 CHF | 7.33 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'057'040 CHF | 1'058'540 CHF | 100.00% | 100.00% |
16.05.2024 | 0.15% | 6.84 CHF | 6.85 CHF | 150'000 | 150'000 | 149'889 | 149'889 | 1'023'300 CHF | 1'024'800 CHF | 100.00% | 100.00% |
15.05.2024 | 0.15% | 6.75 CHF | 6.76 CHF | 150'000 | 150'000 | 149'704 | 149'704 | 976'849 CHF | 978'349 CHF | 99.83% | 99.83% |
14.05.2024 | 0.16% | 6.36 CHF | 6.37 CHF | 150'000 | 150'000 | 149'964 | 149'936 | 951'561 CHF | 952'881 CHF | 99.88% | 99.88% |
13.05.2024 | 0.16% | 6.24 CHF | 6.25 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 936'810 CHF | 938'310 CHF | 100.00% | 100.00% |
10.05.2024 | 0.16% | 6.25 CHF | 6.26 CHF | 150'000 | 150'000 | 149'999 | 150'000 | 960'955 CHF | 962'459 CHF | 100.00% | 100.00% |
08.05.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 150'000 | 150'000 | 149'966 | 149'966 | 874'986 CHF | 876'486 CHF | 99.29% | 99.29% |
07.05.2024 | 0.17% | 5.85 CHF | 5.86 CHF | 150'000 | 150'000 | 149'897 | 149'897 | 876'881 CHF | 878'381 CHF | 100.00% | 100.00% |
06.05.2024 | 0.17% | 5.82 CHF | 5.83 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 866'935 CHF | 868'435 CHF | 100.00% | 100.00% |
03.05.2024 | 0.18% | 5.40 CHF | 5.41 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 821'692 CHF | 823'192 CHF | 98.68% | 98.68% |