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 | 0.43% | 2.37 CHF | 2.38 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'055'050 CHF | 235'455 CHF | 97.37% | 97.37% |
16.05.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'099'790 CHF | 245'398 CHF | 93.07% | 93.07% |
15.05.2024 | 0.42% | 2.47 CHF | 2.48 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'079'610 CHF | 240'912 CHF | 98.32% | 98.32% |
14.05.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'038'100 CHF | 231'689 CHF | 99.35% | 99.35% |
13.05.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'072'510 CHF | 239'336 CHF | 98.93% | 98.93% |
10.05.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'195'270 CHF | 266'616 CHF | 99.36% | 99.36% |
08.05.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'126'240 CHF | 251'276 CHF | 99.34% | 99.34% |
07.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'089'720 CHF | 243'161 CHF | 94.62% | 94.62% |
06.05.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'074'780 CHF | 239'839 CHF | 99.36% | 99.36% |
03.05.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'038'870 CHF | 231'860 CHF | 99.35% | 99.35% |