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 | 0.60% | 3.40 CHF | 3.42 CHF | 190'000 | 190'000 | 187'921 | 187'921 | 646'298 CHF | 650'084 CHF | 100.00% | 100.00% |
10.05.2024 | 0.60% | 3.37 CHF | 3.39 CHF | 190'000 | 190'000 | 187'922 | 187'922 | 638'136 CHF | 641'922 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 2.94 CHF | 2.96 CHF | 190'000 | 190'000 | 187'914 | 187'914 | 542'223 CHF | 546'009 CHF | 99.67% | 99.67% |
07.05.2024 | 0.70% | 2.94 CHF | 2.96 CHF | 190'000 | 190'000 | 187'839 | 187'839 | 552'888 CHF | 556'674 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 2.81 CHF | 2.83 CHF | 190'000 | 190'000 | 187'921 | 187'921 | 535'989 CHF | 539'776 CHF | 100.00% | 100.00% |
03.05.2024 | 0.77% | 2.66 CHF | 2.68 CHF | 200'000 | 200'000 | 197'784 | 197'784 | 528'188 CHF | 532'174 CHF | 98.97% | 98.97% |
02.05.2024 | 0.89% | 2.35 CHF | 2.37 CHF | 200'000 | 200'000 | 197'793 | 197'793 | 453'117 CHF | 457'102 CHF | 99.28% | 99.28% |
30.04.2024 | 0.81% | 2.35 CHF | 2.37 CHF | 190'000 | 190'000 | 187'861 | 187'861 | 474'367 CHF | 478'153 CHF | 99.99% | 99.99% |
29.04.2024 | 0.81% | 2.53 CHF | 2.55 CHF | 200'000 | 200'000 | 197'774 | 197'774 | 502'901 CHF | 506'887 CHF | 99.65% | 99.65% |
26.04.2024 | 0.83% | 2.44 CHF | 2.46 CHF | 210'000 | 210'000 | 207'695 | 207'695 | 514'327 CHF | 518'512 CHF | 99.64% | 99.64% |