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 | 0.46% | 2.16 CHF | 2.17 CHF | 500'000 | 500'000 | 498'911 | 498'911 | 1'080'200 CHF | 1'085'190 CHF | 100.00% | 100.00% |
15.05.2024 | 0.44% | 2.20 CHF | 2.21 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 1'011'150 CHF | 1'015'650 CHF | 100.00% | 100.00% |
14.05.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 450'000 | 450'000 | 448'698 | 448'698 | 1'027'520 CHF | 1'032'000 CHF | 100.00% | 100.00% |
13.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 1'018'480 CHF | 1'022'980 CHF | 100.00% | 100.00% |
10.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 1'023'500 CHF | 1'028'000 CHF | 100.00% | 100.00% |
08.05.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 1'093'960 CHF | 1'098'460 CHF | 100.00% | 100.00% |
07.05.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 1'088'980 CHF | 1'093'480 CHF | 100.00% | 100.00% |
06.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 978'512 CHF | 982'512 CHF | 100.00% | 100.00% |
03.05.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 400'000 | 400'000 | 398'716 | 398'716 | 997'574 CHF | 1'001'560 CHF | 100.00% | 100.00% |
02.05.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 350'000 | 350'000 | 348'168 | 348'168 | 924'192 CHF | 927'673 CHF | 99.93% | 99.93% |