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 | 0.36% | 2.77 CHF | 2.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'232'220 CHF | 412'241 CHF | 99.24% | 99.24% |
15.05.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'281'710 CHF | 428'736 CHF | 99.15% | 99.15% |
14.05.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'310'680 CHF | 438'394 CHF | 99.23% | 99.23% |
13.05.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'330'690 CHF | 445'062 CHF | 98.33% | 98.33% |
10.05.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'324'390 CHF | 442'963 CHF | 99.22% | 99.22% |
08.05.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'271'780 CHF | 425'426 CHF | 99.23% | 99.23% |
07.05.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'292'060 CHF | 432'186 CHF | 99.20% | 99.20% |
06.05.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'276'880 CHF | 427'126 CHF | 98.84% | 98.84% |
03.05.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'263'340 CHF | 422'612 CHF | 99.18% | 99.18% |
02.05.2024 | 0.36% | 2.86 CHF | 2.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'260'850 CHF | 421'783 CHF | 99.22% | 99.22% |