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 | 0.40% | 2.55 CHF | 2.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'131'430 CHF | 378'645 CHF | 99.24% | 99.24% |
15.05.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'181'120 CHF | 395'208 CHF | 99.15% | 99.15% |
14.05.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'210'360 CHF | 404'952 CHF | 99.24% | 99.24% |
13.05.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'230'430 CHF | 411'644 CHF | 98.27% | 98.27% |
10.05.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'224'260 CHF | 409'588 CHF | 99.22% | 99.22% |
08.05.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'171'730 CHF | 392'077 CHF | 99.23% | 99.23% |
07.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'191'960 CHF | 398'821 CHF | 99.20% | 99.20% |
06.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'177'080 CHF | 393'859 CHF | 98.84% | 98.84% |
03.05.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'163'480 CHF | 389'326 CHF | 99.18% | 99.18% |
02.05.2024 | 0.39% | 2.64 CHF | 2.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'160'930 CHF | 388'478 CHF | 99.23% | 99.23% |