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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.04.2024 | 0.15% | 6.89 CHF | 6.90 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 3'036'720 CHF | 3'041'220 CHF | 99.99% | 99.99% |
22.04.2024 | 0.15% | 6.46 CHF | 6.47 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 2'963'990 CHF | 2'968'490 CHF | 100.00% | 100.00% |
19.04.2024 | 0.16% | 6.42 CHF | 6.43 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 2'798'550 CHF | 2'803'050 CHF | 99.97% | 99.97% |
18.04.2024 | 0.16% | 6.54 CHF | 6.55 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 2'849'520 CHF | 2'854'020 CHF | 100.00% | 100.00% |
17.04.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 450'000 | 450'000 | 449'104 | 449'104 | 2'869'330 CHF | 2'873'830 CHF | 100.00% | 100.00% |
16.04.2024 | 0.16% | 6.31 CHF | 6.32 CHF | 450'000 | 450'000 | 449'201 | 449'201 | 2'845'790 CHF | 2'850'290 CHF | 99.82% | 99.82% |
15.04.2024 | 0.15% | 6.57 CHF | 6.58 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 2'998'220 CHF | 3'002'720 CHF | 99.83% | 99.83% |
12.04.2024 | 0.15% | 6.60 CHF | 6.61 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 3'087'530 CHF | 3'092'030 CHF | 100.00% | 100.00% |
11.04.2024 | 0.15% | 6.74 CHF | 6.75 CHF | 450'000 | 450'000 | 449'924 | 449'924 | 3'092'750 CHF | 3'097'250 CHF | 99.88% | 99.88% |
10.04.2024 | 0.14% | 6.94 CHF | 6.95 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 3'237'430 CHF | 3'241'930 CHF | 99.98% | 99.98% |