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 | 0.35% | 2.75 CHF | 2.76 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 2'122'770 CHF | 2'130'270 CHF | 99.99% | 99.99% |
16.05.2024 | 0.39% | 2.75 CHF | 2.76 CHF | 750'000 | 750'000 | 749'422 | 749'422 | 1'926'170 CHF | 1'933'670 CHF | 100.00% | 100.00% |
15.05.2024 | 0.39% | 2.44 CHF | 2.45 CHF | 750'000 | 750'000 | 748'402 | 748'402 | 1'913'970 CHF | 1'921'470 CHF | 99.52% | 99.52% |
14.05.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 750'000 | 750'000 | 749'893 | 749'893 | 2'069'490 CHF | 2'076'990 CHF | 99.80% | 99.80% |
13.05.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 2'019'920 CHF | 2'027'420 CHF | 100.00% | 100.00% |
10.05.2024 | 0.39% | 2.64 CHF | 2.65 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'935'150 CHF | 1'942'650 CHF | 100.00% | 100.00% |
08.05.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 750'000 | 750'000 | 749'832 | 749'832 | 2'367'830 CHF | 2'375'340 CHF | 99.45% | 99.45% |
07.05.2024 | 0.28% | 3.26 CHF | 3.27 CHF | 750'000 | 750'000 | 749'531 | 749'531 | 2'636'680 CHF | 2'644'180 CHF | 100.00% | 100.00% |
06.05.2024 | 0.26% | 3.78 CHF | 3.79 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 2'893'290 CHF | 2'900'790 CHF | 99.72% | 99.72% |
03.05.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 3'100'430 CHF | 3'107'930 CHF | 99.42% | 99.42% |