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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.41% | 2.60 CHF | 2.61 CHF | 750'000 | 750'000 | 748'371 | 748'393 | 1'833'140 CHF | 1'840'700 CHF | 99.52% | 99.52% |
14.05.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 750'000 | 750'000 | 749'887 | 749'887 | 1'686'480 CHF | 1'693'980 CHF | 99.82% | 99.82% |
13.05.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 750'000 | 750'000 | 750'000 | 749'997 | 1'733'640 CHF | 1'741'140 CHF | 100.00% | 100.00% |
10.05.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'829'560 CHF | 1'837'060 CHF | 100.00% | 100.00% |
08.05.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 750'000 | 750'000 | 749'832 | 749'832 | 1'409'650 CHF | 1'417'150 CHF | 99.45% | 99.45% |
07.05.2024 | 0.66% | 1.79 CHF | 1.80 CHF | 750'000 | 750'000 | 749'529 | 749'510 | 1'144'510 CHF | 1'151'980 CHF | 100.00% | 100.00% |
06.05.2024 | 0.85% | 1.26 CHF | 1.27 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 888'111 CHF | 895'611 CHF | 99.72% | 99.72% |
03.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 692'429 CHF | 699'929 CHF | 99.41% | 99.41% |
02.05.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 627'302 CHF | 634'802 CHF | 99.53% | 99.53% |
30.04.2024 | 0.95% | 0.83 CHF | 0.84 CHF | 750'000 | 750'000 | 749'415 | 749'415 | 788'165 CHF | 795'665 CHF | 100.00% | 100.00% |