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 | 0.35% | 2.70 CHF | 2.71 CHF | 750'000 | 750'000 | 749'403 | 749'403 | 2'146'430 CHF | 2'153'930 CHF | 99.99% | 99.99% |
15.05.2024 | 0.35% | 3.00 CHF | 3.01 CHF | 750'000 | 750'000 | 748'402 | 748'402 | 2'159'730 CHF | 2'167'230 CHF | 99.53% | 99.53% |
14.05.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 750'000 | 750'000 | 749'890 | 749'890 | 2'016'390 CHF | 2'023'890 CHF | 99.86% | 99.86% |
13.05.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 2'061'470 CHF | 2'068'970 CHF | 100.00% | 100.00% |
10.05.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 2'150'350 CHF | 2'157'850 CHF | 100.00% | 100.00% |
08.05.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 750'000 | 750'000 | 749'837 | 749'837 | 1'713'670 CHF | 1'721'170 CHF | 99.45% | 99.45% |
07.05.2024 | 0.52% | 2.19 CHF | 2.20 CHF | 750'000 | 750'000 | 749'500 | 749'500 | 1'443'490 CHF | 1'450'990 CHF | 100.00% | 100.00% |
06.05.2024 | 0.63% | 1.66 CHF | 1.67 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'185'760 CHF | 1'193'260 CHF | 99.72% | 99.72% |
03.05.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 994'154 CHF | 1'001'650 CHF | 99.45% | 99.45% |
02.05.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 929'910 CHF | 937'410 CHF | 99.56% | 99.56% |