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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.15% | 6.54 CHF | 6.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'954'530 CHF | 652'509 CHF | 99.30% | 99.30% |
14.05.2024 | 0.16% | 6.51 CHF | 6.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'931'250 CHF | 644'751 CHF | 99.33% | 99.33% |
13.05.2024 | 0.15% | 6.44 CHF | 6.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'964'910 CHF | 655'972 CHF | 98.48% | 98.48% |
10.05.2024 | 0.15% | 6.52 CHF | 6.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'985'490 CHF | 662'830 CHF | 99.35% | 99.35% |
08.05.2024 | 0.15% | 6.60 CHF | 6.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'948'920 CHF | 650'639 CHF | 99.33% | 99.33% |
07.05.2024 | 0.16% | 6.45 CHF | 6.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'920'150 CHF | 641'051 CHF | 99.34% | 99.34% |
06.05.2024 | 0.16% | 6.28 CHF | 6.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'868'170 CHF | 623'722 CHF | 99.34% | 99.34% |
03.05.2024 | 0.17% | 6.13 CHF | 6.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'802'520 CHF | 601'840 CHF | 93.60% | 93.60% |
02.05.2024 | 0.17% | 5.98 CHF | 5.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'801'320 CHF | 601'440 CHF | 99.33% | 99.33% |
30.04.2024 | 0.17% | 5.94 CHF | 5.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'750'190 CHF | 584'398 CHF | 99.33% | 99.33% |