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 | 0.41% | 2.43 CHF | 2.44 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'221'410 CHF | 1'226'410 CHF | 99.54% | 99.54% |
15.05.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'285'190 CHF | 1'290'190 CHF | 99.51% | 99.51% |
14.05.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'259'520 CHF | 1'264'520 CHF | 99.38% | 99.38% |
13.05.2024 | 0.42% | 2.44 CHF | 2.46 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'198'270 CHF | 1'203'270 CHF | 99.53% | 99.53% |
10.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'206'690 CHF | 1'211'690 CHF | 98.24% | 98.24% |
08.05.2024 | 0.40% | 2.42 CHF | 2.44 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'235'940 CHF | 1'240'940 CHF | 97.52% | 97.52% |
07.05.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'263'400 CHF | 1'268'400 CHF | 97.83% | 97.83% |
06.05.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'236'490 CHF | 1'241'490 CHF | 99.19% | 99.19% |
03.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'189'920 CHF | 1'194'920 CHF | 99.41% | 99.41% |
02.05.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'173'460 CHF | 1'178'460 CHF | 99.49% | 99.49% |