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 | 0.27% | 3.68 CHF | 3.69 CHF | 500'000 | 500'000 | 304'310 | 304'310 | 1'122'000 CHF | 1'125'050 CHF | 99.68% | 99.68% |
15.05.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 500'000 | 500'000 | 304'942 | 304'942 | 1'090'970 CHF | 1'094'020 CHF | 98.53% | 98.53% |
14.05.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 500'000 | 500'000 | 305'317 | 305'317 | 1'072'870 CHF | 1'075'920 CHF | 97.84% | 97.84% |
13.05.2024 | 0.28% | 3.51 CHF | 3.52 CHF | 500'000 | 500'000 | 305'393 | 305'393 | 1'086'220 CHF | 1'089'280 CHF | 97.77% | 97.77% |
10.05.2024 | 0.28% | 3.51 CHF | 3.52 CHF | 500'000 | 500'000 | 303'278 | 303'278 | 1'066'580 CHF | 1'069'620 CHF | 98.60% | 98.60% |
08.05.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 500'000 | 500'000 | 304'464 | 304'464 | 1'053'420 CHF | 1'056'460 CHF | 99.42% | 99.42% |
07.05.2024 | 0.28% | 3.49 CHF | 3.50 CHF | 500'000 | 500'000 | 304'301 | 304'301 | 1'066'430 CHF | 1'069'470 CHF | 99.67% | 99.67% |
06.05.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 500'000 | 500'000 | 304'307 | 304'307 | 1'038'130 CHF | 1'041'170 CHF | 99.63% | 99.63% |
03.05.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 500'000 | 500'000 | 304'307 | 304'307 | 1'004'440 CHF | 1'007'480 CHF | 99.34% | 99.34% |
02.05.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 500'000 | 500'000 | 303'837 | 303'837 | 987'792 CHF | 990'830 CHF | 99.43% | 99.43% |