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 | 0.38% | 2.65 CHF | 2.66 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'317'100 CHF | 264'421 CHF | 99.27% | 99.27% |
15.05.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'294'560 CHF | 259'913 CHF | 99.07% | 99.07% |
14.05.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'244'120 CHF | 249'823 CHF | 99.27% | 99.27% |
13.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'259'920 CHF | 252'984 CHF | 98.46% | 98.46% |
10.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'261'530 CHF | 253'307 CHF | 99.27% | 99.27% |
08.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'221'290 CHF | 245'258 CHF | 99.27% | 99.27% |
07.05.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'216'230 CHF | 244'246 CHF | 99.27% | 99.27% |
06.05.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'177'500 CHF | 236'501 CHF | 99.27% | 99.27% |
03.05.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'130'170 CHF | 227'034 CHF | 99.16% | 99.16% |
02.05.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'110'800 CHF | 223'159 CHF | 99.27% | 99.27% |