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 | 0.22% | 7.22 CHF | 7.23 CHF | 250'000 | 250'000 | 210'585 | 210'585 | 1'528'580 CHF | 1'530'980 CHF | 99.00% | 99.00% |
15.05.2024 | 0.28% | 7.23 CHF | 7.27 CHF | 50'000 | 50'000 | 183'470 | 183'470 | 1'308'230 CHF | 1'310'570 CHF | 97.70% | 97.70% |
14.05.2024 | 0.15% | 7.00 CHF | 7.01 CHF | 250'000 | 250'000 | 247'375 | 247'375 | 1'721'610 CHF | 1'724'100 CHF | 97.58% | 97.58% |
13.05.2024 | 0.15% | 6.89 CHF | 6.90 CHF | 250'000 | 250'000 | 246'261 | 246'261 | 1'710'140 CHF | 1'712'630 CHF | 99.93% | 99.93% |
10.05.2024 | 0.14% | 7.12 CHF | 7.13 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'796'250 CHF | 1'798'750 CHF | 98.68% | 98.68% |
08.05.2024 | 0.15% | 6.70 CHF | 6.71 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'672'800 CHF | 1'675'300 CHF | 100.00% | 100.00% |
07.05.2024 | 0.15% | 6.72 CHF | 6.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'679'850 CHF | 1'682'350 CHF | 99.96% | 99.96% |
06.05.2024 | 0.19% | 6.77 CHF | 6.78 CHF | 250'000 | 250'000 | 230'380 | 230'380 | 1'554'030 CHF | 1'556'480 CHF | 100.00% | 100.00% |
03.05.2024 | 0.23% | 6.51 CHF | 6.52 CHF | 250'000 | 250'000 | 215'125 | 215'125 | 1'413'700 CHF | 1'416'110 CHF | 97.17% | 97.17% |
02.05.2024 | 0.18% | 6.65 CHF | 6.66 CHF | 250'000 | 250'000 | 236'141 | 236'141 | 1'566'520 CHF | 1'568'980 CHF | 99.45% | 99.45% |