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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.15% | 6.54 CHF | 6.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'947'360 CHF | 983'955 CHF | 99.23% | 99.23% |
07.05.2024 | 0.15% | 6.57 CHF | 6.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'946'270 CHF | 983'592 CHF | 99.19% | 99.19% |
06.05.2024 | 0.16% | 6.28 CHF | 6.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'795'630 CHF | 933'375 CHF | 99.24% | 99.24% |
03.05.2024 | 0.16% | 6.12 CHF | 6.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'789'090 CHF | 931'198 CHF | 99.16% | 99.16% |
02.05.2024 | 0.16% | 6.32 CHF | 6.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'831'580 CHF | 945'361 CHF | 99.22% | 99.22% |
30.04.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'844'620 CHF | 949'706 CHF | 99.19% | 99.19% |
29.04.2024 | 0.16% | 6.36 CHF | 6.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'867'720 CHF | 957'407 CHF | 99.15% | 99.15% |
26.04.2024 | 0.16% | 6.43 CHF | 6.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'892'690 CHF | 965'730 CHF | 99.26% | 99.26% |
25.04.2024 | 0.16% | 6.33 CHF | 6.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'848'200 CHF | 950'899 CHF | 99.22% | 99.22% |
24.04.2024 | 0.16% | 6.32 CHF | 6.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'874'750 CHF | 959'749 CHF | 99.23% | 99.23% |