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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'279'160 CHF | 285'258 CHF | 97.36% | 97.36% |
16.05.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'324'100 CHF | 295'245 CHF | 93.07% | 93.07% |
15.05.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'303'110 CHF | 290'581 CHF | 98.32% | 98.32% |
14.05.2024 | 0.36% | 2.86 CHF | 2.87 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'260'900 CHF | 281'200 CHF | 99.35% | 99.35% |
13.05.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'295'270 CHF | 288'837 CHF | 98.93% | 98.93% |
10.05.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'420'270 CHF | 316'616 CHF | 99.36% | 99.36% |
08.05.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'351'240 CHF | 301'276 CHF | 99.35% | 99.35% |
07.05.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'314'720 CHF | 293'160 CHF | 94.65% | 94.65% |
06.05.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'299'780 CHF | 289'839 CHF | 99.36% | 99.36% |
03.05.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'263'870 CHF | 281'860 CHF | 99.35% | 99.35% |