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 | 0.36% | 2.79 CHF | 2.80 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'404'120 CHF | 281'824 CHF | 99.27% | 99.27% |
15.05.2024 | 0.37% | 2.82 CHF | 2.83 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'352'460 CHF | 271'491 CHF | 99.07% | 99.07% |
14.05.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'312'760 CHF | 263'551 CHF | 99.27% | 99.27% |
13.05.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'317'080 CHF | 264'416 CHF | 98.48% | 98.48% |
10.05.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'338'460 CHF | 268'692 CHF | 99.27% | 99.27% |
08.05.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'313'320 CHF | 263'664 CHF | 99.27% | 99.27% |
07.05.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'294'180 CHF | 259'836 CHF | 99.27% | 99.27% |
06.05.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'278'300 CHF | 256'660 CHF | 99.27% | 99.27% |
03.05.2024 | 0.40% | 2.56 CHF | 2.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'250'620 CHF | 251'125 CHF | 99.17% | 99.17% |
02.05.2024 | 0.40% | 2.42 CHF | 2.43 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'254'680 CHF | 251'936 CHF | 99.26% | 99.26% |