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 | 0.45% | 2.20 CHF | 2.21 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 1'676'770 CHF | 224'569 CHF | 99.37% | 99.37% |
15.05.2024 | 0.45% | 2.31 CHF | 2.32 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 1'680'780 CHF | 225'103 CHF | 99.38% | 99.38% |
14.05.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 1'632'730 CHF | 218'698 CHF | 99.36% | 99.36% |
13.05.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 1'620'780 CHF | 217'104 CHF | 98.79% | 98.79% |
10.05.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 1'592'410 CHF | 213'321 CHF | 99.36% | 99.36% |
08.05.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 1'496'960 CHF | 200'594 CHF | 99.37% | 99.37% |
07.05.2024 | 0.54% | 1.90 CHF | 1.91 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 1'387'020 CHF | 185'936 CHF | 98.16% | 98.16% |
06.05.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 1'356'900 CHF | 181'920 CHF | 99.37% | 99.37% |
03.05.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 1'315'350 CHF | 176'380 CHF | 99.33% | 99.33% |
02.05.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 1'317'160 CHF | 176'622 CHF | 99.35% | 99.35% |