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 | 0.40% | 2.41 CHF | 2.42 CHF | 500'000 | 500'000 | 304'723 | 304'723 | 749'770 CHF | 752'818 CHF | 98.95% | 98.95% |
15.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 500'000 | 500'000 | 305'494 | 305'494 | 720'616 CHF | 723'671 CHF | 97.55% | 97.55% |
14.05.2024 | 0.44% | 2.34 CHF | 2.35 CHF | 500'000 | 500'000 | 305'743 | 305'743 | 691'115 CHF | 694'172 CHF | 97.11% | 97.11% |
13.05.2024 | 0.42% | 2.27 CHF | 2.28 CHF | 500'000 | 500'000 | 303'065 | 303'065 | 716'668 CHF | 719'699 CHF | 99.04% | 99.04% |
10.05.2024 | 0.41% | 2.35 CHF | 2.36 CHF | 500'000 | 500'000 | 304'072 | 304'072 | 741'795 CHF | 744'836 CHF | 97.15% | 97.15% |
08.05.2024 | 0.43% | 2.42 CHF | 2.43 CHF | 500'000 | 500'000 | 304'340 | 304'340 | 710'969 CHF | 714'013 CHF | 98.43% | 98.43% |
07.05.2024 | 0.45% | 2.29 CHF | 2.30 CHF | 500'000 | 500'000 | 304'813 | 304'813 | 680'817 CHF | 683'865 CHF | 98.78% | 98.78% |
06.05.2024 | 0.48% | 2.13 CHF | 2.14 CHF | 500'000 | 500'000 | 304'658 | 304'658 | 631'218 CHF | 634'265 CHF | 99.08% | 99.08% |
03.05.2024 | 0.54% | 1.98 CHF | 1.99 CHF | 500'000 | 500'000 | 305'560 | 305'560 | 574'121 CHF | 577'177 CHF | 97.04% | 97.04% |
02.05.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 500'000 | 500'000 | 303'373 | 303'373 | 548'145 CHF | 551'178 CHF | 98.47% | 98.47% |