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% | 6.74 CHF | 6.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 2'015'970 CHF | 672'989 CHF | 99.30% | 99.30% |
14.05.2024 | 0.15% | 6.72 CHF | 6.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'993'340 CHF | 665'448 CHF | 99.34% | 99.34% |
13.05.2024 | 0.15% | 6.65 CHF | 6.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 2'026'700 CHF | 676'566 CHF | 98.37% | 98.37% |
10.05.2024 | 0.15% | 6.73 CHF | 6.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 2'047'160 CHF | 683'386 CHF | 99.35% | 99.35% |
08.05.2024 | 0.15% | 6.80 CHF | 6.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 2'010'810 CHF | 671'269 CHF | 99.31% | 99.31% |
07.05.2024 | 0.15% | 6.66 CHF | 6.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'981'950 CHF | 661'650 CHF | 99.33% | 99.33% |
06.05.2024 | 0.16% | 6.49 CHF | 6.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'929'720 CHF | 644'240 CHF | 99.35% | 99.35% |
03.05.2024 | 0.16% | 6.33 CHF | 6.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'864'070 CHF | 622'356 CHF | 93.58% | 93.58% |
02.05.2024 | 0.16% | 6.18 CHF | 6.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'863'530 CHF | 622'177 CHF | 99.33% | 99.33% |
30.04.2024 | 0.17% | 6.14 CHF | 6.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'812'180 CHF | 605'059 CHF | 99.34% | 99.34% |