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 | 1'610'160 CHF | 647'064 CHF | 96.56% | 96.56% |
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 | 98.30% | 98.30% |
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 | 95.96% | 95.96% |
13.05.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'446'040 CHF | 581'416 CHF | 88.05% | 88.05% |
10.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'450'440 CHF | 583'177 CHF | 91.30% | 91.30% |
08.05.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'455'200 CHF | 585'081 CHF | 94.78% | 94.78% |
07.05.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'455'510 CHF | 585'203 CHF | 96.42% | 96.42% |
06.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'408'930 CHF | 566'570 CHF | 90.25% | 90.25% |
03.05.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'422'990 CHF | 572'196 CHF | 97.81% | 97.81% |
02.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'426'600 CHF | 573'641 CHF | 97.88% | 97.88% |