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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.16% | 6.09 CHF | 6.10 CHF | 500'000 | 500'000 | 499'643 | 499'643 | 3'034'250 CHF | 3'039'250 CHF | 100.00% | 100.00% |
15.05.2024 | 0.17% | 6.03 CHF | 6.04 CHF | 500'000 | 500'000 | 499'020 | 499'020 | 3'003'010 CHF | 3'008'010 CHF | 100.00% | 100.00% |
14.05.2024 | 0.16% | 6.04 CHF | 6.05 CHF | 500'000 | 500'000 | 499'930 | 499'930 | 3'055'250 CHF | 3'060'250 CHF | 99.99% | 99.99% |
13.05.2024 | 0.16% | 6.13 CHF | 6.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 3'058'060 CHF | 3'063'060 CHF | 100.00% | 100.00% |
10.05.2024 | 0.16% | 6.16 CHF | 6.17 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 3'106'630 CHF | 3'111'630 CHF | 100.00% | 100.00% |
08.05.2024 | 0.17% | 6.13 CHF | 6.14 CHF | 500'000 | 500'000 | 499'912 | 499'912 | 3'026'520 CHF | 3'031'520 CHF | 99.63% | 99.63% |
07.05.2024 | 0.16% | 6.09 CHF | 6.10 CHF | 500'000 | 500'000 | 499'717 | 499'717 | 3'055'010 CHF | 3'060'010 CHF | 100.00% | 100.00% |
06.05.2024 | 0.16% | 6.13 CHF | 6.14 CHF | 500'000 | 500'000 | 499'706 | 499'706 | 3'070'220 CHF | 3'075'220 CHF | 100.00% | 100.00% |
03.05.2024 | 0.16% | 6.12 CHF | 6.13 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 3'085'950 CHF | 3'090'950 CHF | 99.98% | 99.98% |
02.05.2024 | 0.16% | 6.16 CHF | 6.17 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 3'113'930 CHF | 3'118'930 CHF | 99.98% | 99.98% |