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 | 0.44% | 2.19 CHF | 2.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'016'780 CHF | 340'427 CHF | 98.26% | 98.26% |
15.05.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'108'340 CHF | 370'946 CHF | 98.65% | 98.65% |
14.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'099'870 CHF | 368'124 CHF | 98.81% | 98.81% |
13.05.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'120'720 CHF | 375'073 CHF | 93.53% | 93.53% |
10.05.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'112'470 CHF | 372'325 CHF | 98.74% | 98.74% |
08.05.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'049'650 CHF | 351'383 CHF | 98.78% | 98.78% |
07.05.2024 | 0.45% | 2.31 CHF | 2.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'007'500 CHF | 337'332 CHF | 98.74% | 98.74% |
06.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'014'360 CHF | 339'621 CHF | 98.77% | 98.77% |
03.05.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 990'184 CHF | 331'561 CHF | 98.73% | 98.73% |
02.05.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 977'241 CHF | 327'247 CHF | 98.43% | 98.43% |