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 | 0.16% | 6.26 CHF | 6.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'869'560 CHF | 624'186 CHF | 99.31% | 99.31% |
14.05.2024 | 0.16% | 6.23 CHF | 6.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'846'410 CHF | 616'469 CHF | 99.34% | 99.34% |
13.05.2024 | 0.16% | 6.16 CHF | 6.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'879'890 CHF | 627'629 CHF | 98.41% | 98.41% |
10.05.2024 | 0.16% | 6.24 CHF | 6.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'900'460 CHF | 634'487 CHF | 99.33% | 99.33% |
08.05.2024 | 0.16% | 6.31 CHF | 6.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'863'810 CHF | 622'271 CHF | 99.31% | 99.31% |
07.05.2024 | 0.16% | 6.17 CHF | 6.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'835'310 CHF | 612'771 CHF | 99.34% | 99.34% |
06.05.2024 | 0.17% | 6.00 CHF | 6.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'783'410 CHF | 595'468 CHF | 99.35% | 99.35% |
03.05.2024 | 0.17% | 5.85 CHF | 5.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'717'520 CHF | 573'506 CHF | 93.59% | 93.59% |
02.05.2024 | 0.17% | 5.69 CHF | 5.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'716'190 CHF | 573'063 CHF | 99.33% | 99.33% |
30.04.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'664'840 CHF | 555'947 CHF | 99.35% | 99.35% |