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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.04.2024 | 0.25% | 8.84 CHF | 8.86 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'335'000 CHF | 1'338'400 CHF | 100.00% | 100.00% |
26.04.2024 | 0.24% | 8.75 CHF | 8.77 CHF | 150'000 | 150'000 | 149'515 | 149'515 | 1'273'250 CHF | 1'276'250 CHF | 100.00% | 100.00% |
25.04.2024 | 0.26% | 7.51 CHF | 7.53 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'152'760 CHF | 1'155'760 CHF | 100.00% | 100.00% |
24.04.2024 | 0.24% | 8.25 CHF | 8.27 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'261'710 CHF | 1'264'710 CHF | 100.00% | 100.00% |
23.04.2024 | 0.23% | 8.02 CHF | 8.04 CHF | 175'000 | 175'000 | 174'617 | 174'617 | 1'329'450 CHF | 1'332'490 CHF | 100.00% | 100.00% |
22.04.2024 | 0.23% | 6.99 CHF | 7.00 CHF | 175'000 | 175'000 | 174'597 | 174'597 | 1'263'760 CHF | 1'266'680 CHF | 100.00% | 100.00% |
19.04.2024 | 0.25% | 7.53 CHF | 7.54 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'160'700 CHF | 1'163'570 CHF | 100.00% | 100.00% |
18.04.2024 | 0.24% | 8.52 CHF | 8.54 CHF | 150'000 | 150'000 | 149'638 | 149'638 | 1'264'950 CHF | 1'267'950 CHF | 100.00% | 100.00% |
17.04.2024 | 0.26% | 8.77 CHF | 8.80 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'357'480 CHF | 1'361'040 CHF | 100.00% | 100.00% |
16.04.2024 | 0.25% | 9.04 CHF | 9.06 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'348'810 CHF | 1'352'230 CHF | 100.00% | 100.00% |