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% | 7.15 CHF | 7.16 CHF | 500'000 | 500'000 | 498'995 | 498'995 | 3'437'530 CHF | 3'442'530 CHF | 100.00% | 100.00% |
14.05.2024 | 0.15% | 6.73 CHF | 6.74 CHF | 500'000 | 500'000 | 499'908 | 499'908 | 3'317'170 CHF | 3'322'170 CHF | 99.78% | 99.78% |
13.05.2024 | 0.15% | 6.66 CHF | 6.67 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 3'317'000 CHF | 3'322'000 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 6.53 CHF | 6.54 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 3'306'950 CHF | 3'311'950 CHF | 99.99% | 99.99% |
08.05.2024 | 0.16% | 6.48 CHF | 6.49 CHF | 500'000 | 500'000 | 499'911 | 499'911 | 3'213'880 CHF | 3'218'880 CHF | 96.63% | 96.63% |
07.05.2024 | 0.16% | 6.56 CHF | 6.57 CHF | 500'000 | 500'000 | 499'656 | 499'656 | 3'222'110 CHF | 3'227'110 CHF | 98.40% | 98.40% |
06.05.2024 | 0.16% | 6.27 CHF | 6.28 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 3'095'750 CHF | 3'100'750 CHF | 100.00% | 100.00% |
03.05.2024 | 0.17% | 5.94 CHF | 5.95 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'900'340 CHF | 2'905'340 CHF | 99.86% | 99.86% |
02.05.2024 | 0.19% | 5.38 CHF | 5.39 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'684'980 CHF | 2'689'980 CHF | 99.56% | 99.56% |
30.04.2024 | 0.17% | 5.75 CHF | 5.76 CHF | 500'000 | 500'000 | 499'652 | 499'652 | 2'959'460 CHF | 2'964'460 CHF | 100.00% | 100.00% |