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% | 2.12 CHF | 2.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'297'500 CHF | 434'499 CHF | 99.27% | 99.27% |
15.05.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'244'970 CHF | 416'988 CHF | 99.08% | 99.08% |
14.05.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'169'190 CHF | 391'730 CHF | 99.27% | 99.27% |
13.05.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'175'280 CHF | 393'759 CHF | 98.81% | 98.81% |
10.05.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'207'410 CHF | 404'469 CHF | 99.27% | 99.27% |
08.05.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'167'560 CHF | 391'186 CHF | 99.27% | 99.27% |
07.05.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'146'510 CHF | 384'169 CHF | 99.27% | 99.27% |
06.05.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'083'400 CHF | 363'133 CHF | 99.27% | 99.27% |
03.05.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'048'630 CHF | 351'544 CHF | 99.13% | 99.13% |
02.05.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'004'700 CHF | 336'901 CHF | 99.18% | 99.18% |