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% | 6.37 CHF | 6.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'290'100 CHF | 1'292'100 CHF | 100.00% | 100.00% |
15.05.2024 | 0.15% | 6.53 CHF | 6.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'293'320 CHF | 1'295'320 CHF | 99.68% | 99.68% |
14.05.2024 | 0.16% | 6.39 CHF | 6.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'272'800 CHF | 1'274'800 CHF | 99.21% | 99.21% |
13.05.2024 | 0.16% | 6.39 CHF | 6.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'276'350 CHF | 1'278'350 CHF | 100.00% | 100.00% |
10.05.2024 | 0.16% | 6.39 CHF | 6.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'286'430 CHF | 1'288'430 CHF | 99.79% | 99.79% |
08.05.2024 | 0.16% | 6.13 CHF | 6.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'228'630 CHF | 1'230'630 CHF | 100.00% | 100.00% |
07.05.2024 | 0.17% | 6.10 CHF | 6.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'192'820 CHF | 1'194'820 CHF | 100.00% | 100.00% |
06.05.2024 | 0.17% | 5.82 CHF | 5.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'155'700 CHF | 1'157'700 CHF | 100.00% | 100.00% |
03.05.2024 | 0.18% | 5.64 CHF | 5.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'126'840 CHF | 1'128'840 CHF | 94.95% | 94.95% |
02.05.2024 | 0.18% | 5.59 CHF | 5.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'119'810 CHF | 1'121'810 CHF | 100.00% | 100.00% |