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 | 0.32% | 3.08 CHF | 3.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'545'580 CHF | 1'550'580 CHF | 99.54% | 99.54% |
15.05.2024 | 0.31% | 3.18 CHF | 3.19 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'609'040 CHF | 1'614'040 CHF | 99.52% | 99.52% |
14.05.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'583'060 CHF | 1'588'060 CHF | 99.45% | 99.45% |
13.05.2024 | 0.33% | 3.09 CHF | 3.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'521'110 CHF | 1'526'110 CHF | 99.53% | 99.53% |
10.05.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'529'130 CHF | 1'534'130 CHF | 98.25% | 98.25% |
08.05.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'558'010 CHF | 1'563'010 CHF | 97.52% | 97.52% |
07.05.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'585'500 CHF | 1'590'500 CHF | 97.83% | 97.83% |
06.05.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'557'930 CHF | 1'562'930 CHF | 99.19% | 99.19% |
03.05.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'511'030 CHF | 1'516'030 CHF | 99.41% | 99.41% |
02.05.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'495'040 CHF | 1'500'040 CHF | 99.50% | 99.50% |