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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.39% | 2.71 CHF | 2.72 CHF | 750'000 | 750'000 | 748'405 | 748'398 | 1'939'980 CHF | 1'947'460 CHF | 99.55% | 99.55% |
14.05.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 750'000 | 750'000 | 749'894 | 749'891 | 1'796'840 CHF | 1'804'330 CHF | 99.80% | 99.80% |
13.05.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'842'170 CHF | 1'849'670 CHF | 100.00% | 100.00% |
10.05.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'930'430 CHF | 1'937'930 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 750'000 | 750'000 | 749'837 | 749'837 | 1'493'910 CHF | 1'501'410 CHF | 99.45% | 99.45% |
07.05.2024 | 0.61% | 1.90 CHF | 1.91 CHF | 750'000 | 750'000 | 749'539 | 749'539 | 1'224'030 CHF | 1'231'530 CHF | 100.00% | 100.00% |
06.05.2024 | 0.78% | 1.37 CHF | 1.38 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 964'455 CHF | 971'955 CHF | 99.72% | 99.72% |
03.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 750'000 | 750'000 | 749'999 | 750'000 | 764'764 CHF | 772'266 CHF | 99.44% | 99.44% |
02.05.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 750'000 | 750'000 | 750'000 | 749'983 | 707'244 CHF | 714'728 CHF | 99.57% | 99.57% |
30.04.2024 | 0.86% | 0.94 CHF | 0.95 CHF | 750'000 | 750'000 | 749'439 | 749'439 | 869'801 CHF | 877'301 CHF | 100.00% | 100.00% |