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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.15% | 6.65 CHF | 6.66 CHF | 170'000 | 170'000 | 169'686 | 169'686 | 1'123'780 CHF | 1'125'480 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 6.52 CHF | 6.53 CHF | 170'000 | 170'000 | 169'686 | 169'686 | 1'121'390 CHF | 1'123'090 CHF | 100.00% | 100.00% |
08.05.2024 | 0.16% | 6.55 CHF | 6.56 CHF | 170'000 | 170'000 | 168'621 | 168'621 | 1'086'940 CHF | 1'088'640 CHF | 93.33% | 93.33% |
07.05.2024 | 0.16% | 6.56 CHF | 6.57 CHF | 170'000 | 170'000 | 169'504 | 169'504 | 1'096'610 CHF | 1'098'310 CHF | 99.45% | 99.45% |
06.05.2024 | 0.16% | 6.32 CHF | 6.33 CHF | 180'000 | 180'000 | 179'668 | 179'668 | 1'120'380 CHF | 1'122'180 CHF | 100.00% | 100.00% |
03.05.2024 | 0.22% | 6.01 CHF | 6.02 CHF | 180'000 | 180'000 | 158'148 | 158'148 | 929'010 CHF | 930'737 CHF | 99.97% | 99.97% |
02.05.2024 | 0.18% | 5.56 CHF | 5.57 CHF | 190'000 | 190'000 | 189'650 | 189'650 | 1'055'510 CHF | 1'057'410 CHF | 99.66% | 99.66% |
30.04.2024 | 0.17% | 5.94 CHF | 5.95 CHF | 180'000 | 180'000 | 179'670 | 179'670 | 1'090'460 CHF | 1'092'250 CHF | 99.97% | 99.97% |
29.04.2024 | 0.16% | 6.08 CHF | 6.09 CHF | 180'000 | 180'000 | 179'627 | 179'627 | 1'097'430 CHF | 1'099'230 CHF | 99.69% | 99.69% |
26.04.2024 | 0.17% | 6.05 CHF | 6.06 CHF | 190'000 | 190'000 | 189'638 | 189'638 | 1'119'610 CHF | 1'121'510 CHF | 99.15% | 99.15% |