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 | 0.25% | 6.43 CHF | 6.44 CHF | 250'000 | 250'000 | 210'585 | 210'585 | 1'362'510 CHF | 1'364'910 CHF | 99.00% | 99.00% |
15.05.2024 | 0.31% | 6.44 CHF | 6.48 CHF | 50'000 | 50'000 | 183'459 | 183'459 | 1'164'840 CHF | 1'167'170 CHF | 97.71% | 97.71% |
14.05.2024 | 0.17% | 6.22 CHF | 6.23 CHF | 250'000 | 250'000 | 247'380 | 247'380 | 1'528'160 CHF | 1'530'650 CHF | 97.77% | 97.77% |
13.05.2024 | 0.17% | 6.11 CHF | 6.12 CHF | 250'000 | 250'000 | 246'257 | 246'257 | 1'517'770 CHF | 1'520'260 CHF | 99.93% | 99.93% |
10.05.2024 | 0.16% | 6.34 CHF | 6.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'601'040 CHF | 1'603'540 CHF | 98.68% | 98.68% |
08.05.2024 | 0.17% | 5.92 CHF | 5.93 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'477'290 CHF | 1'479'790 CHF | 100.00% | 100.00% |
07.05.2024 | 0.17% | 5.94 CHF | 5.95 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'484'740 CHF | 1'487'240 CHF | 99.88% | 99.88% |
06.05.2024 | 0.22% | 5.99 CHF | 6.00 CHF | 250'000 | 250'000 | 230'381 | 230'381 | 1'374'660 CHF | 1'377'110 CHF | 100.00% | 100.00% |
03.05.2024 | 0.26% | 5.73 CHF | 5.74 CHF | 250'000 | 250'000 | 214'839 | 214'839 | 1'244'350 CHF | 1'246'760 CHF | 97.33% | 97.33% |
02.05.2024 | 0.21% | 5.87 CHF | 5.88 CHF | 250'000 | 250'000 | 236'140 | 236'140 | 1'381'390 CHF | 1'383'850 CHF | 99.47% | 99.47% |