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 | 0.50% | 1.96 CHF | 1.97 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'186'700 CHF | 397'567 CHF | 89.25% | 89.25% |
15.05.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'173'600 CHF | 393'199 CHF | 92.07% | 92.07% |
14.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'127'400 CHF | 377'801 CHF | 85.36% | 85.36% |
13.05.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'117'650 CHF | 374'551 CHF | 74.68% | 74.68% |
10.05.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'103'480 CHF | 369'827 CHF | 85.11% | 85.11% |
08.05.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'086'310 CHF | 364'104 CHF | 84.48% | 84.48% |
07.05.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'088'910 CHF | 364'969 CHF | 94.83% | 94.83% |
06.05.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'115'690 CHF | 373'898 CHF | 81.97% | 81.97% |
03.05.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'111'940 CHF | 372'648 CHF | 96.30% | 96.30% |
02.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'105'990 CHF | 370'662 CHF | 97.46% | 97.46% |