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 | 0.28% | 3.51 CHF | 3.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'108'260 CHF | 704'754 CHF | 99.21% | 99.21% |
15.05.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'083'260 CHF | 696'419 CHF | 97.31% | 97.31% |
14.05.2024 | 0.28% | 3.46 CHF | 3.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'126'550 CHF | 710'851 CHF | 99.20% | 99.20% |
13.05.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'148'480 CHF | 718'161 CHF | 98.31% | 98.31% |
10.05.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'129'800 CHF | 711'935 CHF | 99.20% | 99.20% |
08.05.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'114'380 CHF | 706'793 CHF | 99.20% | 99.20% |
07.05.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'054'700 CHF | 686'901 CHF | 99.22% | 99.22% |
06.05.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'037'670 CHF | 681'222 CHF | 99.22% | 99.22% |
03.05.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'064'390 CHF | 690'130 CHF | 98.84% | 98.84% |
02.05.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'060'800 CHF | 688'933 CHF | 99.20% | 99.20% |