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 | 0.46% | 2.15 CHF | 2.16 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'290'560 CHF | 540'232 CHF | 97.56% | 97.56% |
14.05.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'267'560 CHF | 530'649 CHF | 98.72% | 98.72% |
13.05.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'262'660 CHF | 528'609 CHF | 89.11% | 89.11% |
10.05.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'271'860 CHF | 532'441 CHF | 97.14% | 97.14% |
08.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'228'390 CHF | 514'328 CHF | 93.56% | 93.56% |
07.05.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'230'900 CHF | 515'374 CHF | 94.98% | 94.98% |
06.05.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'236'360 CHF | 517'650 CHF | 94.90% | 94.90% |
03.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'232'380 CHF | 515'991 CHF | 94.57% | 94.57% |
02.05.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'236'680 CHF | 517'781 CHF | 95.17% | 95.17% |
30.04.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'221'350 CHF | 511'395 CHF | 93.99% | 93.99% |