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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.10% | 10.25 CHF | 10.26 CHF | 450'000 | 450'000 | 449'104 | 449'104 | 4'531'510 CHF | 4'536'010 CHF | 100.00% | 100.00% |
14.05.2024 | 0.10% | 9.97 CHF | 9.98 CHF | 450'000 | 450'000 | 449'951 | 449'951 | 4'490'050 CHF | 4'494'550 CHF | 99.73% | 99.73% |
13.05.2024 | 0.10% | 10.06 CHF | 10.07 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'532'110 CHF | 4'536'610 CHF | 100.00% | 100.00% |
10.05.2024 | 0.10% | 10.00 CHF | 10.01 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'513'180 CHF | 4'517'680 CHF | 100.00% | 100.00% |
08.05.2024 | 0.11% | 9.55 CHF | 9.56 CHF | 450'000 | 450'000 | 449'906 | 449'906 | 4'269'970 CHF | 4'274'470 CHF | 99.67% | 99.67% |
07.05.2024 | 0.11% | 9.54 CHF | 9.55 CHF | 450'000 | 450'000 | 449'781 | 449'781 | 4'273'640 CHF | 4'278'140 CHF | 99.72% | 99.72% |
06.05.2024 | 0.11% | 9.34 CHF | 9.35 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'221'670 CHF | 4'226'170 CHF | 100.00% | 100.00% |
03.05.2024 | 0.11% | 9.18 CHF | 9.19 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'141'440 CHF | 4'145'940 CHF | 99.92% | 99.92% |
02.05.2024 | 0.11% | 8.88 CHF | 8.89 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 3'964'530 CHF | 3'969'030 CHF | 99.59% | 99.59% |
30.04.2024 | 0.11% | 8.89 CHF | 8.90 CHF | 450'000 | 450'000 | 449'583 | 449'583 | 4'073'490 CHF | 4'077'990 CHF | 99.96% | 99.96% |