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 | 0.46% | 2.15 CHF | 2.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'304'670 CHF | 436'891 CHF | 89.23% | 89.23% |
15.05.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'291'350 CHF | 432'449 CHF | 92.08% | 92.08% |
14.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'245'100 CHF | 417'032 CHF | 85.32% | 85.32% |
13.05.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'235'080 CHF | 413'694 CHF | 74.70% | 74.70% |
10.05.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'220'910 CHF | 408'971 CHF | 85.10% | 85.10% |
08.05.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'203'750 CHF | 403'251 CHF | 84.48% | 84.48% |
07.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'206'360 CHF | 404'121 CHF | 94.82% | 94.82% |
06.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'233'060 CHF | 413'020 CHF | 81.96% | 81.96% |
03.05.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'229'180 CHF | 411'725 CHF | 96.28% | 96.28% |
02.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'223'470 CHF | 409'822 CHF | 97.44% | 97.44% |