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% | 6.15 CHF | 6.16 CHF | 250'000 | 250'000 | 210'585 | 210'585 | 1'304'520 CHF | 1'306'920 CHF | 99.00% | 99.00% |
15.05.2024 | 0.33% | 6.17 CHF | 6.21 CHF | 50'000 | 50'000 | 183'459 | 183'459 | 1'112'610 CHF | 1'114'950 CHF | 97.71% | 97.71% |
14.05.2024 | 0.18% | 5.93 CHF | 5.94 CHF | 250'000 | 250'000 | 247'383 | 247'383 | 1'457'350 CHF | 1'459'850 CHF | 97.89% | 97.89% |
13.05.2024 | 0.18% | 5.82 CHF | 5.83 CHF | 250'000 | 250'000 | 246'257 | 246'257 | 1'447'260 CHF | 1'449'750 CHF | 99.93% | 99.93% |
10.05.2024 | 0.16% | 6.05 CHF | 6.06 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'529'500 CHF | 1'532'000 CHF | 98.67% | 98.67% |
08.05.2024 | 0.18% | 5.63 CHF | 5.64 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'405'680 CHF | 1'408'180 CHF | 100.00% | 100.00% |
07.05.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'413'300 CHF | 1'415'800 CHF | 99.97% | 99.97% |
06.05.2024 | 0.23% | 5.71 CHF | 5.72 CHF | 250'000 | 250'000 | 230'381 | 230'381 | 1'308'950 CHF | 1'311'400 CHF | 100.00% | 100.00% |
03.05.2024 | 0.28% | 5.44 CHF | 5.45 CHF | 250'000 | 250'000 | 215'225 | 215'225 | 1'185'190 CHF | 1'187'600 CHF | 97.09% | 97.09% |
02.05.2024 | 0.22% | 5.58 CHF | 5.59 CHF | 250'000 | 250'000 | 236'134 | 236'134 | 1'313'540 CHF | 1'316'010 CHF | 99.42% | 99.42% |