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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 0.15% | 6.76 CHF | 6.77 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 841'789 CHF | 843'039 CHF | 99.99% | 99.99% |
17.04.2024 | 0.16% | 6.58 CHF | 6.59 CHF | 125'000 | 125'000 | 124'768 | 124'768 | 807'117 CHF | 808'367 CHF | 99.97% | 99.97% |
16.04.2024 | 0.16% | 6.32 CHF | 6.33 CHF | 125'000 | 125'000 | 124'746 | 124'746 | 795'097 CHF | 796'347 CHF | 99.99% | 99.99% |
15.04.2024 | 0.16% | 6.46 CHF | 6.47 CHF | 125'000 | 125'000 | 124'988 | 124'988 | 798'374 CHF | 799'624 CHF | 100.00% | 100.00% |
12.04.2024 | 0.15% | 6.38 CHF | 6.39 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 808'412 CHF | 809'662 CHF | 99.99% | 99.99% |
11.04.2024 | 0.16% | 6.10 CHF | 6.11 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 776'766 CHF | 778'016 CHF | 100.00% | 100.00% |
10.04.2024 | 0.16% | 6.21 CHF | 6.22 CHF | 125'000 | 125'000 | 124'990 | 125'000 | 789'066 CHF | 790'380 CHF | 99.94% | 99.94% |
09.04.2024 | 0.16% | 6.16 CHF | 6.17 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 781'978 CHF | 783'228 CHF | 100.00% | 100.00% |
08.04.2024 | 0.16% | 6.18 CHF | 6.19 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 771'237 CHF | 772'487 CHF | 99.99% | 99.99% |
05.04.2024 | 0.17% | 6.02 CHF | 6.03 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 748'487 CHF | 749'737 CHF | 99.89% | 99.89% |