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 | 0.44% | 2.29 CHF | 2.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'373'400 CHF | 459'802 CHF | 98.91% | 98.91% |
15.05.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'410'520 CHF | 472'174 CHF | 98.88% | 98.88% |
14.05.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'380'950 CHF | 462'318 CHF | 98.92% | 98.92% |
13.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'372'270 CHF | 459'422 CHF | 93.52% | 93.52% |
10.05.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'375'940 CHF | 460'647 CHF | 98.92% | 98.92% |
08.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'388'770 CHF | 464'925 CHF | 98.94% | 98.94% |
07.05.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'382'120 CHF | 462'706 CHF | 98.86% | 98.86% |
06.05.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'311'230 CHF | 439'077 CHF | 98.95% | 98.95% |
03.05.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'274'480 CHF | 426'826 CHF | 98.81% | 98.81% |
02.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'257'260 CHF | 421'088 CHF | 98.93% | 98.93% |