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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 978'573 CHF | 196'715 CHF | 98.46% | 98.46% |
10.05.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'004'360 CHF | 201'871 CHF | 99.27% | 99.27% |
08.05.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'013'020 CHF | 203'604 CHF | 99.27% | 99.27% |
07.05.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'002'320 CHF | 201'464 CHF | 98.13% | 98.13% |
06.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 996'494 CHF | 200'299 CHF | 99.27% | 99.27% |
03.05.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 998'752 CHF | 200'750 CHF | 99.17% | 99.17% |
02.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 989'231 CHF | 198'846 CHF | 99.27% | 99.27% |
30.04.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 982'632 CHF | 197'526 CHF | 98.15% | 98.15% |
29.04.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 994'189 CHF | 199'838 CHF | 99.22% | 99.22% |
26.04.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 979'643 CHF | 196'929 CHF | 99.27% | 99.27% |