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 | 0.11% | 9.29 CHF | 9.30 CHF | 250'000 | 250'000 | 249'798 | 249'798 | 2'302'340 CHF | 2'304'840 CHF | 99.99% | 99.99% |
15.05.2024 | 0.11% | 9.03 CHF | 9.04 CHF | 250'000 | 250'000 | 249'498 | 249'498 | 2'177'880 CHF | 2'180'380 CHF | 99.91% | 99.91% |
14.05.2024 | 0.12% | 8.51 CHF | 8.52 CHF | 250'000 | 250'000 | 249'950 | 249'950 | 2'113'860 CHF | 2'116'360 CHF | 99.70% | 99.70% |
13.05.2024 | 0.12% | 8.49 CHF | 8.50 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'130'200 CHF | 2'132'700 CHF | 100.00% | 100.00% |
10.05.2024 | 0.12% | 8.42 CHF | 8.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 2'134'070 CHF | 2'136'570 CHF | 99.97% | 99.97% |
08.05.2024 | 0.12% | 8.16 CHF | 8.17 CHF | 250'000 | 250'000 | 249'956 | 249'956 | 2'033'340 CHF | 2'035'840 CHF | 99.67% | 99.67% |
07.05.2024 | 0.12% | 8.25 CHF | 8.26 CHF | 250'000 | 250'000 | 249'871 | 249'871 | 2'037'480 CHF | 2'039'980 CHF | 99.72% | 99.72% |
06.05.2024 | 0.13% | 7.89 CHF | 7.90 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'950'400 CHF | 1'952'900 CHF | 100.00% | 100.00% |
03.05.2024 | 0.14% | 7.43 CHF | 7.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'840'520 CHF | 1'843'020 CHF | 99.66% | 99.66% |
02.05.2024 | 0.14% | 6.98 CHF | 6.99 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'747'700 CHF | 1'750'200 CHF | 99.58% | 99.58% |