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% | 6.66 CHF | 6.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'326'460 CHF | 1'328'460 CHF | 99.15% | 99.15% |
14.05.2024 | 0.15% | 6.63 CHF | 6.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'311'250 CHF | 1'313'250 CHF | 98.91% | 98.91% |
13.05.2024 | 0.15% | 6.56 CHF | 6.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'333'540 CHF | 1'335'540 CHF | 99.18% | 99.18% |
10.05.2024 | 0.15% | 6.64 CHF | 6.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'346'880 CHF | 1'348'880 CHF | 93.13% | 93.13% |
08.05.2024 | 0.15% | 6.71 CHF | 6.72 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'322'990 CHF | 1'324'990 CHF | 99.02% | 99.02% |
07.05.2024 | 0.15% | 6.57 CHF | 6.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'303'540 CHF | 1'305'540 CHF | 99.00% | 99.00% |
06.05.2024 | 0.16% | 6.40 CHF | 6.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'268'660 CHF | 1'270'660 CHF | 98.99% | 98.99% |
03.05.2024 | 0.16% | 6.25 CHF | 6.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'226'430 CHF | 1'228'430 CHF | 98.86% | 98.86% |
02.05.2024 | 0.16% | 6.09 CHF | 6.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'224'370 CHF | 1'226'370 CHF | 98.84% | 98.84% |
30.04.2024 | 0.17% | 6.06 CHF | 6.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'190'740 CHF | 1'192'740 CHF | 94.33% | 94.33% |