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 | 0.24% | 6.72 CHF | 6.73 CHF | 250'000 | 250'000 | 210'585 | 210'585 | 1'424'150 CHF | 1'426'550 CHF | 99.00% | 99.00% |
15.05.2024 | 0.30% | 6.74 CHF | 6.78 CHF | 50'000 | 50'000 | 183'459 | 183'459 | 1'217'080 CHF | 1'219'410 CHF | 97.71% | 97.71% |
14.05.2024 | 0.16% | 6.50 CHF | 6.51 CHF | 250'000 | 250'000 | 247'383 | 247'383 | 1'598'550 CHF | 1'601'050 CHF | 97.89% | 97.89% |
13.05.2024 | 0.16% | 6.39 CHF | 6.40 CHF | 250'000 | 250'000 | 246'257 | 246'257 | 1'587'630 CHF | 1'590'120 CHF | 99.93% | 99.93% |
10.05.2024 | 0.15% | 6.62 CHF | 6.63 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'671'960 CHF | 1'674'460 CHF | 98.68% | 98.68% |
08.05.2024 | 0.16% | 6.20 CHF | 6.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'548'360 CHF | 1'550'860 CHF | 100.00% | 100.00% |
07.05.2024 | 0.16% | 6.22 CHF | 6.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'555'670 CHF | 1'558'170 CHF | 99.89% | 99.89% |
06.05.2024 | 0.21% | 6.28 CHF | 6.29 CHF | 250'000 | 250'000 | 230'381 | 230'381 | 1'439'820 CHF | 1'442'270 CHF | 100.00% | 100.00% |
03.05.2024 | 0.25% | 6.01 CHF | 6.02 CHF | 250'000 | 250'000 | 214'934 | 214'934 | 1'305'800 CHF | 1'308'210 CHF | 97.21% | 97.21% |
02.05.2024 | 0.20% | 6.15 CHF | 6.16 CHF | 250'000 | 250'000 | 236'142 | 236'142 | 1'448'720 CHF | 1'451'190 CHF | 99.29% | 99.29% |