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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'444'640 CHF | 289'928 CHF | 99.27% | 99.27% |
21.05.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'444'460 CHF | 289'892 CHF | 98.96% | 98.96% |
17.05.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'435'500 CHF | 288'100 CHF | 99.09% | 99.09% |
16.05.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'457'850 CHF | 292'570 CHF | 99.27% | 99.27% |
15.05.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'406'400 CHF | 282'280 CHF | 99.07% | 99.07% |
14.05.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'366'530 CHF | 274'306 CHF | 99.27% | 99.27% |
13.05.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'371'060 CHF | 275'211 CHF | 98.47% | 98.47% |
10.05.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'392'420 CHF | 279'485 CHF | 99.27% | 99.27% |
08.05.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'367'330 CHF | 274'466 CHF | 99.27% | 99.27% |
07.05.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'347'860 CHF | 270'573 CHF | 99.27% | 99.27% |