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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 892'898 CHF | 299'133 CHF | 98.09% | 98.09% |
16.05.2024 | 0.47% | 2.05 CHF | 2.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 954'748 CHF | 319'749 CHF | 98.26% | 98.26% |
15.05.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'046'510 CHF | 350'337 CHF | 98.66% | 98.66% |
14.05.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'038'170 CHF | 347'555 CHF | 98.80% | 98.80% |
13.05.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'059'380 CHF | 354'628 CHF | 93.46% | 93.46% |
10.05.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'050'980 CHF | 351'828 CHF | 98.75% | 98.75% |
08.05.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 988'219 CHF | 330'906 CHF | 98.77% | 98.77% |
07.05.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 945'950 CHF | 316'817 CHF | 98.74% | 98.74% |
06.05.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 952'844 CHF | 319'115 CHF | 98.78% | 98.78% |
03.05.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 928'863 CHF | 311'121 CHF | 98.74% | 98.74% |