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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.16% | 6.37 CHF | 6.38 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'890'480 CHF | 1'893'480 CHF | 100.00% | 100.00% |
23.05.2024 | 0.16% | 6.41 CHF | 6.42 CHF | 300'000 | 300'000 | 298'316 | 298'316 | 1'927'320 CHF | 1'930'320 CHF | 99.99% | 99.99% |
22.05.2024 | 0.16% | 6.39 CHF | 6.40 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'921'720 CHF | 1'924'720 CHF | 100.00% | 100.00% |
21.05.2024 | 0.15% | 6.49 CHF | 6.50 CHF | 300'000 | 300'000 | 299'949 | 299'949 | 1'950'380 CHF | 1'953'380 CHF | 99.80% | 99.80% |
17.05.2024 | 0.15% | 6.55 CHF | 6.56 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'958'080 CHF | 1'961'080 CHF | 100.00% | 100.00% |
16.05.2024 | 0.16% | 6.38 CHF | 6.39 CHF | 300'000 | 300'000 | 299'758 | 299'758 | 1'916'880 CHF | 1'919'880 CHF | 100.00% | 100.00% |
15.05.2024 | 0.16% | 6.29 CHF | 6.30 CHF | 300'000 | 300'000 | 299'424 | 299'424 | 1'848'140 CHF | 1'851'140 CHF | 99.89% | 99.89% |
14.05.2024 | 0.17% | 6.07 CHF | 6.08 CHF | 300'000 | 300'000 | 299'965 | 299'965 | 1'797'140 CHF | 1'800'140 CHF | 99.79% | 99.79% |
13.05.2024 | 0.17% | 5.99 CHF | 6.00 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'798'140 CHF | 1'801'140 CHF | 100.00% | 100.00% |
10.05.2024 | 0.17% | 5.96 CHF | 5.97 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'777'930 CHF | 1'780'930 CHF | 100.00% | 100.00% |