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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.15% | 6.42 CHF | 6.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'317'340 CHF | 1'319'340 CHF | 100.00% | 100.00% |
15.05.2024 | 0.15% | 6.75 CHF | 6.76 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'324'510 CHF | 1'326'510 CHF | 97.33% | 97.33% |
14.05.2024 | 0.16% | 6.47 CHF | 6.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'284'970 CHF | 1'286'970 CHF | 91.71% | 91.71% |
13.05.2024 | 0.15% | 6.49 CHF | 6.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'294'520 CHF | 1'296'520 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 6.51 CHF | 6.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'316'170 CHF | 1'318'170 CHF | 99.80% | 99.80% |
08.05.2024 | 0.17% | 6.01 CHF | 6.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'208'770 CHF | 1'210'770 CHF | 100.00% | 100.00% |
07.05.2024 | 0.18% | 5.95 CHF | 5.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'136'920 CHF | 1'138'920 CHF | 100.00% | 100.00% |
06.05.2024 | 0.19% | 5.41 CHF | 5.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'065'200 CHF | 1'067'200 CHF | 100.00% | 100.00% |
03.05.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'011'440 CHF | 1'013'440 CHF | 94.35% | 94.35% |
02.05.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 995'851 CHF | 997'851 CHF | 100.00% | 100.00% |