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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.32% | 6.11 CHF | 6.13 CHF | 200'000 | 200'000 | 203'680 | 203'680 | 1'245'850 CHF | 1'249'760 CHF | 99.67% | 99.67% |
23.05.2024 | 0.48% | 6.14 CHF | 6.17 CHF | 200'000 | 200'000 | 191'505 | 191'505 | 1'208'240 CHF | 1'213'830 CHF | 98.42% | 98.42% |
22.05.2024 | 0.24% | 6.58 CHF | 6.64 CHF | 75'000 | 75'000 | 223'868 | 223'848 | 1'519'970 CHF | 1'522'480 CHF | 98.88% | 98.88% |
21.05.2024 | 0.34% | 6.93 CHF | 6.95 CHF | 100'000 | 100'000 | 150'248 | 150'248 | 1'029'610 CHF | 1'031'880 CHF | 99.97% | 99.97% |
17.05.2024 | 0.15% | 6.72 CHF | 6.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'643'450 CHF | 1'645'990 CHF | 100.00% | 100.00% |
16.05.2024 | 0.25% | 6.43 CHF | 6.44 CHF | 250'000 | 250'000 | 210'585 | 210'585 | 1'362'050 CHF | 1'364'450 CHF | 99.00% | 99.00% |
15.05.2024 | 0.31% | 6.44 CHF | 6.48 CHF | 50'000 | 50'000 | 183'464 | 183'464 | 1'162'770 CHF | 1'165'100 CHF | 97.70% | 97.70% |
14.05.2024 | 0.17% | 6.21 CHF | 6.22 CHF | 250'000 | 250'000 | 247'383 | 247'383 | 1'525'130 CHF | 1'527'630 CHF | 97.87% | 97.87% |
13.05.2024 | 0.17% | 6.09 CHF | 6.10 CHF | 250'000 | 250'000 | 246'257 | 246'257 | 1'514'660 CHF | 1'517'150 CHF | 99.93% | 99.93% |
10.05.2024 | 0.16% | 6.33 CHF | 6.34 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'597'910 CHF | 1'600'410 CHF | 98.68% | 98.68% |