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% | 2.22 CHF | 2.23 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 988'845 CHF | 220'743 CHF | 99.17% | 99.17% |
15.05.2024 | 0.45% | 2.17 CHF | 2.18 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'008'080 CHF | 225'018 CHF | 94.71% | 94.71% |
14.05.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'080'790 CHF | 241'176 CHF | 99.16% | 99.16% |
13.05.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'039'980 CHF | 232'106 CHF | 98.69% | 98.69% |
10.05.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'005'340 CHF | 224'409 CHF | 99.17% | 99.17% |
08.05.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'019'490 CHF | 227'554 CHF | 99.17% | 99.17% |
07.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'049'850 CHF | 234'299 CHF | 96.55% | 96.55% |
06.05.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'047'770 CHF | 233'838 CHF | 99.17% | 99.17% |
03.05.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'049'060 CHF | 234'125 CHF | 99.16% | 99.16% |
02.05.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'061'800 CHF | 236'955 CHF | 99.12% | 99.12% |