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 | 0.29% | 10.90 CHF | 10.93 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 1'304'530 CHF | 1'308'280 CHF | 100.00% | 100.00% |
14.05.2024 | 0.30% | 10.12 CHF | 10.15 CHF | 125'000 | 125'000 | 124'693 | 124'693 | 1'243'550 CHF | 1'247'300 CHF | 100.00% | 100.00% |
13.05.2024 | 0.30% | 10.00 CHF | 10.03 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 1'246'290 CHF | 1'250'040 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 9.77 CHF | 9.80 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 1'239'470 CHF | 1'243'220 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 9.65 CHF | 9.68 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 1'198'670 CHF | 1'202'420 CHF | 100.00% | 100.00% |
07.05.2024 | 0.31% | 9.80 CHF | 9.83 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 1'201'980 CHF | 1'205'730 CHF | 100.00% | 100.00% |
06.05.2024 | 0.32% | 9.29 CHF | 9.32 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 1'147'990 CHF | 1'151'670 CHF | 100.00% | 100.00% |
03.05.2024 | 0.24% | 8.79 CHF | 8.81 CHF | 150'000 | 150'000 | 149'433 | 149'433 | 1'280'470 CHF | 1'283'460 CHF | 100.00% | 100.00% |
02.05.2024 | 0.23% | 7.91 CHF | 7.93 CHF | 150'000 | 150'000 | 149'330 | 149'330 | 1'183'720 CHF | 1'186'480 CHF | 99.91% | 99.91% |
30.04.2024 | 0.25% | 8.54 CHF | 8.56 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'324'430 CHF | 1'327'790 CHF | 100.00% | 100.00% |