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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.04.2024 | 0.16% | 6.30 CHF | 6.31 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'910'630 CHF | 1'913'630 CHF | 99.66% | 99.66% |
26.04.2024 | 0.16% | 6.34 CHF | 6.35 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'882'120 CHF | 1'885'120 CHF | 98.84% | 98.84% |
25.04.2024 | 0.16% | 6.16 CHF | 6.17 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'856'970 CHF | 1'859'970 CHF | 100.00% | 100.00% |
24.04.2024 | 0.15% | 6.40 CHF | 6.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'949'750 CHF | 1'952'750 CHF | 100.00% | 100.00% |
23.04.2024 | 0.15% | 6.59 CHF | 6.60 CHF | 300'000 | 300'000 | 299'941 | 299'941 | 1'982'390 CHF | 1'985'390 CHF | 100.00% | 100.00% |
22.04.2024 | 0.16% | 6.28 CHF | 6.29 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'868'990 CHF | 1'871'990 CHF | 100.00% | 100.00% |
19.04.2024 | 0.17% | 6.11 CHF | 6.12 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'793'350 CHF | 1'796'350 CHF | 99.99% | 99.99% |
18.04.2024 | 0.17% | 6.01 CHF | 6.02 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'807'320 CHF | 1'810'320 CHF | 99.99% | 99.99% |
17.04.2024 | 0.17% | 6.03 CHF | 6.04 CHF | 300'000 | 300'000 | 299'455 | 299'455 | 1'809'530 CHF | 1'812'530 CHF | 100.00% | 100.00% |
16.04.2024 | 0.17% | 5.98 CHF | 5.99 CHF | 300'000 | 300'000 | 299'426 | 299'426 | 1'803'830 CHF | 1'806'830 CHF | 100.00% | 100.00% |