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 | 0.49% | 2.04 CHF | 2.05 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'024'830 CHF | 1'029'830 CHF | 99.54% | 99.54% |
15.05.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'088'830 CHF | 1'093'830 CHF | 99.52% | 99.52% |
14.05.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'063'350 CHF | 1'068'350 CHF | 99.46% | 99.46% |
13.05.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'002'520 CHF | 1'007'520 CHF | 99.53% | 99.53% |
10.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'011'180 CHF | 1'016'180 CHF | 98.25% | 98.25% |
08.05.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'040'650 CHF | 1'045'650 CHF | 97.52% | 97.52% |
07.05.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'068'100 CHF | 1'073'100 CHF | 97.83% | 97.83% |
06.05.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'041'570 CHF | 1'046'570 CHF | 99.19% | 99.19% |
03.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 995'196 CHF | 1'000'200 CHF | 99.45% | 99.45% |
02.05.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 978'470 CHF | 983'470 CHF | 99.50% | 99.50% |