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 | 0.34% | 2.92 CHF | 2.93 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'462'180 CHF | 1'467'180 CHF | 99.54% | 99.54% |
15.05.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'525'720 CHF | 1'530'720 CHF | 99.51% | 99.51% |
14.05.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'499'820 CHF | 1'504'820 CHF | 99.41% | 99.41% |
13.05.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'438'060 CHF | 1'443'060 CHF | 99.53% | 99.53% |
10.05.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'446'170 CHF | 1'451'170 CHF | 98.24% | 98.24% |
08.05.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'475'150 CHF | 1'480'150 CHF | 97.52% | 97.52% |
07.05.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'502'630 CHF | 1'507'630 CHF | 97.83% | 97.83% |
06.05.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'475'230 CHF | 1'480'230 CHF | 99.19% | 99.19% |
03.05.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'428'420 CHF | 1'433'420 CHF | 99.46% | 99.46% |
02.05.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'412'310 CHF | 1'417'310 CHF | 99.48% | 99.48% |