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 | 0.45% | 2.24 CHF | 2.25 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'120'670 CHF | 225'134 CHF | 99.07% | 99.07% |
14.05.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'128'150 CHF | 226'630 CHF | 99.27% | 99.27% |
13.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'134'380 CHF | 227'877 CHF | 98.46% | 98.46% |
10.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'131'410 CHF | 227'282 CHF | 99.27% | 99.27% |
08.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'137'770 CHF | 228'553 CHF | 99.27% | 99.27% |
07.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'135'000 CHF | 228'000 CHF | 99.27% | 99.27% |
06.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'137'250 CHF | 228'451 CHF | 99.27% | 99.27% |
03.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'137'950 CHF | 228'589 CHF | 99.17% | 99.17% |
02.05.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'143'500 CHF | 229'700 CHF | 99.27% | 99.27% |
30.04.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'145'410 CHF | 230'082 CHF | 99.27% | 99.27% |