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 | 0.42% | 2.37 CHF | 2.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'434'760 CHF | 480'253 CHF | 89.24% | 89.24% |
15.05.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'421'010 CHF | 475'672 CHF | 92.07% | 92.07% |
14.05.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'374'810 CHF | 460'269 CHF | 85.35% | 85.35% |
13.05.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'364'860 CHF | 456'952 CHF | 74.67% | 74.67% |
10.05.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'349'970 CHF | 451'991 CHF | 85.10% | 85.10% |
08.05.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'332'590 CHF | 446'198 CHF | 84.47% | 84.47% |
07.05.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'335'290 CHF | 447'095 CHF | 94.81% | 94.81% |
06.05.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'361'620 CHF | 455'872 CHF | 81.95% | 81.95% |
03.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'357'660 CHF | 454'555 CHF | 96.30% | 96.30% |
02.05.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'352'050 CHF | 452'685 CHF | 97.46% | 97.46% |