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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 716'780 CHF | 718'780 CHF | 98.99% | 98.99% |
13.05.2024 | 0.28% | 3.52 CHF | 3.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 704'012 CHF | 706'012 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 683'776 CHF | 685'776 CHF | 95.69% | 95.69% |
08.05.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 799'624 CHF | 801'624 CHF | 99.99% | 99.99% |
07.05.2024 | 0.23% | 4.10 CHF | 4.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 872'278 CHF | 874'278 CHF | 100.00% | 100.00% |
06.05.2024 | 0.21% | 4.63 CHF | 4.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 940'911 CHF | 942'911 CHF | 100.00% | 100.00% |
03.05.2024 | 0.20% | 4.98 CHF | 4.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 999'656 CHF | 1'001'660 CHF | 93.97% | 93.97% |
02.05.2024 | 0.20% | 5.12 CHF | 5.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'019'490 CHF | 1'021'490 CHF | 99.98% | 99.98% |
30.04.2024 | 0.20% | 5.13 CHF | 5.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 977'847 CHF | 979'847 CHF | 96.91% | 96.91% |
29.04.2024 | 0.21% | 4.70 CHF | 4.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 932'584 CHF | 934'584 CHF | 100.00% | 100.00% |