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 | 0.35% | 2.80 CHF | 2.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'694'920 CHF | 566'974 CHF | 89.24% | 89.24% |
15.05.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'681'060 CHF | 562'353 CHF | 92.07% | 92.07% |
14.05.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'634'410 CHF | 546'803 CHF | 85.33% | 85.33% |
13.05.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'623'850 CHF | 543'283 CHF | 74.71% | 74.71% |
10.05.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'608'860 CHF | 538'286 CHF | 85.11% | 85.11% |
08.05.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'591'270 CHF | 532'424 CHF | 84.48% | 84.48% |
07.05.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'594'030 CHF | 533'343 CHF | 94.83% | 94.83% |
06.05.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'619'690 CHF | 541'897 CHF | 81.99% | 81.99% |
03.05.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'615'560 CHF | 540'518 CHF | 96.29% | 96.29% |
02.05.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'610'380 CHF | 538'792 CHF | 97.45% | 97.45% |