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% | 2.57 CHF | 2.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'551'560 CHF | 519'187 CHF | 99.17% | 99.17% |
14.05.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'530'550 CHF | 512'182 CHF | 96.66% | 96.66% |
13.05.2024 | 0.39% | 2.50 CHF | 2.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'516'030 CHF | 507'343 CHF | 98.39% | 98.39% |
10.05.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'552'200 CHF | 519'399 CHF | 95.37% | 95.37% |
08.05.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'577'890 CHF | 527'962 CHF | 97.65% | 97.65% |
07.05.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'556'900 CHF | 520'966 CHF | 99.20% | 99.20% |
06.05.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'534'230 CHF | 513'408 CHF | 99.24% | 99.24% |
03.05.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'541'840 CHF | 515'946 CHF | 98.23% | 98.23% |
02.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'586'180 CHF | 530'725 CHF | 99.15% | 99.15% |
30.04.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'609'360 CHF | 538'453 CHF | 99.19% | 99.19% |