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 | 0.48% | 2.08 CHF | 2.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'246'280 CHF | 417'428 CHF | 98.91% | 98.91% |
15.05.2024 | 0.47% | 2.13 CHF | 2.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'283'470 CHF | 429'825 CHF | 98.88% | 98.88% |
14.05.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'254'130 CHF | 420'043 CHF | 98.93% | 98.93% |
13.05.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'245'610 CHF | 417'205 CHF | 93.59% | 93.59% |
10.05.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'249'520 CHF | 418'506 CHF | 98.90% | 98.90% |
08.05.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'262'450 CHF | 422'818 CHF | 98.94% | 98.94% |
07.05.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'255'850 CHF | 420'618 CHF | 98.88% | 98.88% |
06.05.2024 | 0.51% | 2.01 CHF | 2.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'185'210 CHF | 397'069 CHF | 98.95% | 98.95% |
03.05.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'148'570 CHF | 384'856 CHF | 98.82% | 98.82% |
02.05.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'131'160 CHF | 379'053 CHF | 98.91% | 98.91% |