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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.25% | 6.28 CHF | 6.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'249'020 CHF | 1'252'170 CHF | 99.98% | 99.98% |
08.05.2024 | 0.26% | 5.97 CHF | 5.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'188'740 CHF | 1'191'820 CHF | 99.67% | 99.67% |
07.05.2024 | 0.28% | 5.84 CHF | 5.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'145'080 CHF | 1'148'330 CHF | 96.81% | 96.81% |
06.05.2024 | 0.29% | 5.45 CHF | 5.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'096'180 CHF | 1'099'380 CHF | 99.85% | 99.85% |
03.05.2024 | 0.30% | 5.33 CHF | 5.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'064'530 CHF | 1'067'770 CHF | 96.34% | 96.34% |
02.05.2024 | 0.30% | 5.20 CHF | 5.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'057'160 CHF | 1'060'360 CHF | 99.35% | 99.35% |
30.04.2024 | 0.30% | 5.34 CHF | 5.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'081'810 CHF | 1'085'020 CHF | 99.83% | 99.83% |
29.04.2024 | 0.29% | 5.45 CHF | 5.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'103'320 CHF | 1'106'530 CHF | 99.99% | 99.99% |
26.04.2024 | 0.29% | 5.49 CHF | 5.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'083'450 CHF | 1'086'640 CHF | 99.20% | 99.20% |
25.04.2024 | 0.30% | 5.30 CHF | 5.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'066'450 CHF | 1'069'660 CHF | 98.69% | 98.69% |