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% | 2.53 CHF | 2.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'512'680 CHF | 506'228 CHF | 98.76% | 98.76% |
15.05.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'463'410 CHF | 489'803 CHF | 98.67% | 98.67% |
14.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'464'770 CHF | 490'256 CHF | 98.72% | 98.72% |
13.05.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'478'330 CHF | 494'775 CHF | 93.37% | 93.37% |
10.05.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'479'210 CHF | 495'070 CHF | 98.76% | 98.76% |
08.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'471'840 CHF | 492'613 CHF | 98.74% | 98.74% |
07.05.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'420'030 CHF | 475'344 CHF | 98.79% | 98.79% |
06.05.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'390'830 CHF | 465'611 CHF | 98.80% | 98.80% |
03.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'380'490 CHF | 462'163 CHF | 98.74% | 98.74% |
02.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'368'510 CHF | 458'170 CHF | 98.77% | 98.77% |