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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.04.2021 | 0.14% | 7.39 CHF | 7.40 CHF | 210'000 | 210'000 | 131'356 | 131'356 | 954'605 CHF | 955'919 CHF | 99.09% | 99.09% |
14.04.2021 | 0.14% | 7.23 CHF | 7.24 CHF | 210'000 | 210'000 | 130'215 | 130'215 | 960'522 CHF | 961'824 CHF | 97.57% | 97.57% |
13.04.2021 | 0.14% | 7.25 CHF | 7.26 CHF | 210'000 | 210'000 | 130'319 | 130'319 | 933'112 CHF | 934'415 CHF | 97.63% | 97.63% |
12.04.2021 | 0.14% | 7.03 CHF | 7.04 CHF | 210'000 | 210'000 | 131'055 | 131'055 | 925'277 CHF | 926'588 CHF | 98.73% | 98.73% |
09.04.2021 | 0.14% | 6.95 CHF | 6.96 CHF | 210'000 | 210'000 | 131'170 | 131'170 | 910'899 CHF | 912'211 CHF | 98.85% | 98.85% |
08.04.2021 | 0.14% | 6.92 CHF | 6.93 CHF | 210'000 | 210'000 | 130'651 | 130'651 | 906'475 CHF | 907'782 CHF | 97.98% | 97.98% |
07.04.2021 | 0.15% | 6.78 CHF | 6.79 CHF | 210'000 | 210'000 | 130'686 | 130'686 | 877'559 CHF | 878'866 CHF | 98.24% | 98.24% |
06.04.2021 | 0.15% | 6.85 CHF | 6.86 CHF | 210'000 | 210'000 | 130'323 | 130'323 | 878'379 CHF | 879'682 CHF | 97.61% | 97.61% |
01.04.2021 | 0.16% | 6.27 CHF | 6.28 CHF | 220'000 | 220'000 | 131'298 | 131'298 | 815'890 CHF | 817'203 CHF | 96.15% | 96.15% |
31.03.2021 | 0.18% | 5.95 CHF | 5.96 CHF | 220'000 | 220'000 | 132'775 | 132'775 | 760'113 CHF | 761'441 CHF | 98.10% | 98.10% |