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 | 0.19% | 10.02 CHF | 10.04 CHF | 150'000 | 150'000 | 149'326 | 149'326 | 1'553'940 CHF | 1'556'930 CHF | 100.00% | 100.00% |
15.05.2024 | 0.19% | 10.80 CHF | 10.82 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'579'430 CHF | 1'582'430 CHF | 100.00% | 100.00% |
14.05.2024 | 0.20% | 10.19 CHF | 10.21 CHF | 150'000 | 150'000 | 149'323 | 149'323 | 1'507'400 CHF | 1'510'390 CHF | 100.00% | 100.00% |
13.05.2024 | 0.20% | 10.25 CHF | 10.27 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'533'290 CHF | 1'536'290 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 10.33 CHF | 10.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'573'380 CHF | 1'576'380 CHF | 100.00% | 100.00% |
08.05.2024 | 0.16% | 9.34 CHF | 9.36 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 1'645'840 CHF | 1'648'530 CHF | 100.00% | 100.00% |
07.05.2024 | 0.17% | 9.19 CHF | 9.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'741'930 CHF | 1'744'860 CHF | 100.00% | 100.00% |
06.05.2024 | 0.18% | 8.21 CHF | 8.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'613'870 CHF | 1'616'720 CHF | 100.00% | 100.00% |
03.05.2024 | 0.18% | 7.63 CHF | 7.64 CHF | 200'000 | 200'000 | 198'958 | 198'958 | 1'519'420 CHF | 1'522'060 CHF | 100.00% | 100.00% |
02.05.2024 | 0.18% | 7.46 CHF | 7.48 CHF | 200'000 | 200'000 | 198'103 | 198'103 | 1'484'630 CHF | 1'487'270 CHF | 99.94% | 99.94% |