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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.16% | 6.05 CHF | 6.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'755'590 CHF | 920'029 CHF | 99.22% | 99.22% |
08.05.2024 | 0.17% | 6.03 CHF | 6.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'717'640 CHF | 907'379 CHF | 99.23% | 99.23% |
07.05.2024 | 0.17% | 6.06 CHF | 6.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'716'600 CHF | 907'035 CHF | 99.20% | 99.20% |
06.05.2024 | 0.18% | 5.77 CHF | 5.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'566'510 CHF | 857'003 CHF | 99.24% | 99.24% |
03.05.2024 | 0.18% | 5.61 CHF | 5.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'560'090 CHF | 854'862 CHF | 99.17% | 99.17% |
02.05.2024 | 0.17% | 5.81 CHF | 5.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'602'270 CHF | 868'922 CHF | 99.22% | 99.22% |
30.04.2024 | 0.17% | 5.74 CHF | 5.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'614'920 CHF | 873'138 CHF | 99.19% | 99.19% |
29.04.2024 | 0.17% | 5.85 CHF | 5.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'638'460 CHF | 880'987 CHF | 99.16% | 99.16% |
26.04.2024 | 0.17% | 5.92 CHF | 5.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'663'110 CHF | 889'202 CHF | 99.26% | 99.26% |
25.04.2024 | 0.17% | 5.82 CHF | 5.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'618'560 CHF | 874'355 CHF | 99.22% | 99.22% |