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 | 0.46% | 2.18 CHF | 2.19 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'610'140 CHF | 647'058 CHF | 96.57% | 96.57% |
15.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'587'270 CHF | 637'908 CHF | 98.29% | 98.29% |
14.05.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'474'600 CHF | 592'840 CHF | 95.97% | 95.97% |
13.05.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'446'050 CHF | 581'419 CHF | 88.04% | 88.04% |
10.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'450'430 CHF | 583'171 CHF | 91.39% | 91.39% |
08.05.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'455'210 CHF | 585'082 CHF | 94.81% | 94.81% |
07.05.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'455'500 CHF | 585'199 CHF | 96.42% | 96.42% |
06.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'408'920 CHF | 566'570 CHF | 90.24% | 90.24% |
03.05.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'422'990 CHF | 572'197 CHF | 97.82% | 97.82% |
02.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'426'590 CHF | 573'636 CHF | 97.90% | 97.90% |