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 | 0.42% | 2.32 CHF | 2.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'077'130 CHF | 360'545 CHF | 98.25% | 98.25% |
15.05.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'168'590 CHF | 391'030 CHF | 98.66% | 98.66% |
14.05.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'160'290 CHF | 388'264 CHF | 98.78% | 98.78% |
13.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'181'460 CHF | 395'321 CHF | 93.43% | 93.43% |
10.05.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'172'760 CHF | 392'419 CHF | 98.74% | 98.74% |
08.05.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'109'930 CHF | 371'478 CHF | 98.79% | 98.79% |
07.05.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'067'570 CHF | 357'358 CHF | 98.74% | 98.74% |
06.05.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'074'260 CHF | 359'585 CHF | 98.78% | 98.78% |
03.05.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'050'130 CHF | 351'544 CHF | 98.75% | 98.75% |
02.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'037'450 CHF | 347'315 CHF | 98.44% | 98.44% |