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 | 0.32% | 3.10 CHF | 3.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'541'450 CHF | 309'291 CHF | 99.27% | 99.27% |
15.05.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'519'560 CHF | 304'913 CHF | 99.07% | 99.07% |
14.05.2024 | 0.34% | 3.00 CHF | 3.01 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'469'120 CHF | 294'823 CHF | 99.27% | 99.27% |
13.05.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'484'440 CHF | 297'888 CHF | 98.46% | 98.46% |
10.05.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'486'070 CHF | 298'213 CHF | 99.27% | 99.27% |
08.05.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'445'730 CHF | 290'145 CHF | 99.27% | 99.27% |
07.05.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'440'320 CHF | 289'063 CHF | 99.27% | 99.27% |
06.05.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'402'040 CHF | 281'408 CHF | 99.27% | 99.27% |
03.05.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'354'530 CHF | 271'906 CHF | 99.16% | 99.16% |
02.05.2024 | 0.37% | 2.63 CHF | 2.64 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'335'500 CHF | 268'100 CHF | 99.26% | 99.26% |