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 | 0.38% | 2.58 CHF | 2.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'561'720 CHF | 522'572 CHF | 89.25% | 89.25% |
15.05.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'548'020 CHF | 518'006 CHF | 92.08% | 92.08% |
14.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'501'570 CHF | 502'525 CHF | 85.34% | 85.34% |
13.05.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'491'310 CHF | 499'104 CHF | 74.71% | 74.71% |
10.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'476'520 CHF | 494'173 CHF | 85.11% | 85.11% |
08.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'458'930 CHF | 488'310 CHF | 84.48% | 84.48% |
07.05.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'461'700 CHF | 489'234 CHF | 94.82% | 94.82% |
06.05.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'487'650 CHF | 497'884 CHF | 81.98% | 81.98% |
03.05.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'483'620 CHF | 496'541 CHF | 96.30% | 96.30% |
02.05.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'478'190 CHF | 494'731 CHF | 97.44% | 97.44% |