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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 250'000 | 250'000 | 244'843 | 244'843 | 368'450 CHF | 370'925 CHF | 97.96% | 97.96% |
14.05.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 424'686 CHF | 427'186 CHF | 97.89% | 97.89% |
13.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 408'516 CHF | 411'016 CHF | 99.98% | 100.00% |
10.05.2024 | 0.65% | 1.59 CHF | 1.60 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 382'598 CHF | 385'098 CHF | 98.58% | 98.58% |
08.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 526'890 CHF | 529'390 CHF | 99.97% | 99.97% |
07.05.2024 | 0.40% | 2.20 CHF | 2.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 617'518 CHF | 620'018 CHF | 99.75% | 99.75% |
06.05.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 702'340 CHF | 704'840 CHF | 99.89% | 99.89% |
03.05.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 772'765 CHF | 775'265 CHF | 97.29% | 97.29% |
02.05.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 796'160 CHF | 798'660 CHF | 99.41% | 99.41% |
30.04.2024 | 0.33% | 3.22 CHF | 3.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 746'795 CHF | 749'295 CHF | 99.15% | 99.15% |