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 | 0.49% | 2.02 CHF | 2.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'010'000 CHF | 203'000 CHF | 99.27% | 99.27% |
15.05.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'009'980 CHF | 202'997 CHF | 99.07% | 99.07% |
14.05.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'016'880 CHF | 204'376 CHF | 99.27% | 99.27% |
13.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'023'260 CHF | 205'652 CHF | 98.46% | 98.46% |
10.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'020'980 CHF | 205'196 CHF | 99.27% | 99.27% |
08.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'025'000 CHF | 206'000 CHF | 99.27% | 99.27% |
07.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'025'000 CHF | 206'000 CHF | 99.27% | 99.27% |
06.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'025'150 CHF | 206'030 CHF | 99.27% | 99.27% |
03.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'025'540 CHF | 206'108 CHF | 99.17% | 99.17% |
02.05.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'031'030 CHF | 207'205 CHF | 99.27% | 99.27% |