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% | 6.24 CHF | 6.25 CHF | 250'000 | 250'000 | 210'585 | 210'585 | 1'321'780 CHF | 1'324'180 CHF | 99.00% | 99.00% |
15.05.2024 | 0.32% | 6.25 CHF | 6.29 CHF | 50'000 | 50'000 | 183'462 | 183'462 | 1'127'650 CHF | 1'129'980 CHF | 97.70% | 97.70% |
14.05.2024 | 0.17% | 6.01 CHF | 6.02 CHF | 250'000 | 250'000 | 247'383 | 247'383 | 1'477'670 CHF | 1'480'170 CHF | 97.89% | 97.89% |
13.05.2024 | 0.18% | 5.90 CHF | 5.91 CHF | 250'000 | 250'000 | 246'257 | 246'257 | 1'467'420 CHF | 1'469'910 CHF | 99.93% | 99.93% |
10.05.2024 | 0.16% | 6.14 CHF | 6.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'549'990 CHF | 1'552'490 CHF | 98.67% | 98.67% |
08.05.2024 | 0.18% | 5.72 CHF | 5.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'426'210 CHF | 1'428'710 CHF | 100.00% | 100.00% |
07.05.2024 | 0.17% | 5.73 CHF | 5.74 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'433'780 CHF | 1'436'280 CHF | 99.90% | 99.90% |
06.05.2024 | 0.22% | 5.79 CHF | 5.80 CHF | 250'000 | 250'000 | 230'381 | 230'381 | 1'327'770 CHF | 1'330'220 CHF | 100.00% | 100.00% |
03.05.2024 | 0.27% | 5.53 CHF | 5.54 CHF | 250'000 | 250'000 | 214'963 | 214'963 | 1'201'370 CHF | 1'203'790 CHF | 97.15% | 97.15% |
02.05.2024 | 0.21% | 5.66 CHF | 5.67 CHF | 250'000 | 250'000 | 236'154 | 236'154 | 1'333'090 CHF | 1'335'560 CHF | 99.45% | 99.45% |