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 | 0.39% | 2.46 CHF | 2.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'139'880 CHF | 381'458 CHF | 98.26% | 98.26% |
15.05.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'231'380 CHF | 411'961 CHF | 98.66% | 98.66% |
14.05.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'222'890 CHF | 409'130 CHF | 98.79% | 98.79% |
13.05.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'243'670 CHF | 416'056 CHF | 93.50% | 93.50% |
10.05.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'235'110 CHF | 413'203 CHF | 98.74% | 98.74% |
08.05.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'172'170 CHF | 392'224 CHF | 98.78% | 98.78% |
07.05.2024 | 0.40% | 2.58 CHF | 2.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'129'900 CHF | 378'133 CHF | 98.73% | 98.73% |
06.05.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'136'380 CHF | 380'294 CHF | 98.77% | 98.77% |
03.05.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'112'220 CHF | 372'240 CHF | 98.73% | 98.73% |
02.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'099'510 CHF | 368'004 CHF | 98.44% | 98.44% |