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 | 0.27% | 3.73 CHF | 3.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'243'340 CHF | 749'778 CHF | 99.20% | 99.20% |
15.05.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'218'470 CHF | 741'489 CHF | 97.31% | 97.31% |
14.05.2024 | 0.26% | 3.69 CHF | 3.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'262'270 CHF | 756'089 CHF | 99.20% | 99.20% |
13.05.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'284'050 CHF | 763'351 CHF | 98.35% | 98.35% |
10.05.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'265'370 CHF | 757'122 CHF | 99.21% | 99.21% |
08.05.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'250'390 CHF | 752'131 CHF | 99.20% | 99.20% |
07.05.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'190'290 CHF | 732'098 CHF | 99.22% | 99.22% |
06.05.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'172'920 CHF | 726'306 CHF | 99.23% | 99.23% |
03.05.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'199'880 CHF | 735'292 CHF | 98.83% | 98.83% |
02.05.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'197'230 CHF | 734'411 CHF | 99.20% | 99.20% |