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 | 0.26% | 7.52 CHF | 7.54 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'777'160 CHF | 757'432 CHF | 99.27% | 99.27% |
15.05.2024 | 0.26% | 7.64 CHF | 7.66 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'793'640 CHF | 760'728 CHF | 99.07% | 99.07% |
14.05.2024 | 0.27% | 7.48 CHF | 7.50 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'690'790 CHF | 740'159 CHF | 99.26% | 99.26% |
13.05.2024 | 0.27% | 7.37 CHF | 7.39 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'700'450 CHF | 742'090 CHF | 98.47% | 98.47% |
10.05.2024 | 0.28% | 7.25 CHF | 7.27 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'567'740 CHF | 715'549 CHF | 99.27% | 99.27% |
08.05.2024 | 0.28% | 7.00 CHF | 7.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'523'240 CHF | 706'647 CHF | 99.27% | 99.27% |
07.05.2024 | 0.27% | 7.32 CHF | 7.34 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'690'000 CHF | 740'000 CHF | 99.27% | 99.27% |
06.05.2024 | 0.32% | 6.29 CHF | 6.31 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'109'010 CHF | 623'801 CHF | 99.27% | 99.27% |
03.05.2024 | 0.33% | 6.11 CHF | 6.13 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'031'080 CHF | 608'215 CHF | 99.15% | 99.15% |
02.05.2024 | 0.33% | 5.95 CHF | 5.97 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'994'440 CHF | 600'889 CHF | 99.26% | 99.26% |