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% | 2.00 CHF | 2.01 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 2'018'870 CHF | 811'547 CHF | 99.27% | 99.27% |
15.05.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 2'034'910 CHF | 817'962 CHF | 99.08% | 99.08% |
14.05.2024 | 0.52% | 1.98 CHF | 1.99 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'933'340 CHF | 777'334 CHF | 99.27% | 99.27% |
13.05.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'942'870 CHF | 781'148 CHF | 98.81% | 98.81% |
10.05.2024 | 0.55% | 1.87 CHF | 1.88 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'810'800 CHF | 728'321 CHF | 99.27% | 99.27% |
08.05.2024 | 0.56% | 1.74 CHF | 1.75 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 1'766'920 CHF | 710'766 CHF | 99.27% | 99.27% |
07.05.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 1'000'000 | 400'000 | 1'000'000 | 301'446 | 1'935'040 CHF | 591'894 CHF | 99.27% | 99.27% |
06.05.2024 | 0.73% | 1.40 CHF | 1.41 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'362'950 CHF | 137'295 CHF | 99.27% | 99.27% |
03.05.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'286'180 CHF | 129'618 CHF | 99.14% | 99.14% |
02.05.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'250'810 CHF | 126'081 CHF | 99.19% | 99.19% |