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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.16% | 6.20 CHF | 6.21 CHF | 250'000 | 250'000 | 249'849 | 249'849 | 1'551'030 CHF | 1'553'530 CHF | 100.00% | 100.00% |
06.05.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'559'740 CHF | 1'562'240 CHF | 100.00% | 100.00% |
03.05.2024 | 0.17% | 6.00 CHF | 6.01 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'513'360 CHF | 1'515'860 CHF | 98.19% | 98.19% |
02.05.2024 | 0.16% | 6.14 CHF | 6.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'529'210 CHF | 1'531'710 CHF | 99.98% | 99.98% |
30.04.2024 | 0.16% | 6.13 CHF | 6.14 CHF | 250'000 | 250'000 | 249'820 | 249'820 | 1'555'680 CHF | 1'558'180 CHF | 99.76% | 99.76% |
29.04.2024 | 0.15% | 6.43 CHF | 6.44 CHF | 250'000 | 250'000 | 249'965 | 249'965 | 1'615'020 CHF | 1'617'520 CHF | 100.00% | 100.00% |
26.04.2024 | 0.15% | 6.46 CHF | 6.47 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'636'400 CHF | 1'638'900 CHF | 99.18% | 99.18% |
25.04.2024 | 0.16% | 6.46 CHF | 6.47 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'597'180 CHF | 1'599'680 CHF | 99.57% | 99.57% |
24.04.2024 | 0.16% | 6.44 CHF | 6.45 CHF | 250'000 | 250'000 | 249'908 | 249'908 | 1'581'820 CHF | 1'584'320 CHF | 100.00% | 100.00% |
23.04.2024 | 0.16% | 6.32 CHF | 6.33 CHF | 250'000 | 250'000 | 249'950 | 249'950 | 1'552'870 CHF | 1'555'370 CHF | 99.34% | 99.34% |