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% | 10.39 CHF | 10.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'563'850 CHF | 2'566'350 CHF | 98.26% | 98.26% |
14.05.2024 | 0.10% | 10.10 CHF | 10.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'512'980 CHF | 2'515'480 CHF | 97.72% | 97.72% |
13.05.2024 | 0.10% | 10.12 CHF | 10.13 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'523'660 CHF | 2'526'160 CHF | 97.27% | 97.27% |
10.05.2024 | 0.10% | 10.14 CHF | 10.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'553'950 CHF | 2'556'450 CHF | 98.17% | 98.17% |
08.05.2024 | 0.10% | 9.62 CHF | 9.63 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'417'060 CHF | 2'419'560 CHF | 67.37% | 87.94% |
07.05.2024 | 0.11% | 9.56 CHF | 9.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'323'290 CHF | 2'325'790 CHF | 98.59% | 98.59% |
06.05.2024 | 0.11% | 9.01 CHF | 9.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'232'140 CHF | 2'234'640 CHF | 98.54% | 98.54% |
03.05.2024 | 0.12% | 8.66 CHF | 8.67 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'169'150 CHF | 2'171'650 CHF | 98.49% | 98.49% |
02.05.2024 | 0.12% | 8.58 CHF | 8.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'149'940 CHF | 2'152'440 CHF | 98.50% | 98.50% |
30.04.2024 | 0.11% | 8.63 CHF | 8.64 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'209'890 CHF | 2'212'390 CHF | 98.59% | 98.59% |