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 | 0.47% | 3.45 CHF | 3.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 666'774 CHF | 669'944 CHF | 98.82% | 98.82% |
14.05.2024 | 0.51% | 3.23 CHF | 3.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 630'526 CHF | 633'748 CHF | 99.40% | 99.40% |
13.05.2024 | 0.50% | 3.15 CHF | 3.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 630'889 CHF | 634'066 CHF | 98.92% | 98.92% |
10.05.2024 | 0.51% | 3.11 CHF | 3.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 613'416 CHF | 616'571 CHF | 100.00% | 100.00% |
08.05.2024 | 0.58% | 2.79 CHF | 2.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 553'244 CHF | 556'465 CHF | 99.67% | 99.67% |
07.05.2024 | 0.62% | 2.67 CHF | 2.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 509'893 CHF | 513'059 CHF | 96.81% | 96.81% |
06.05.2024 | 0.69% | 2.28 CHF | 2.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 461'010 CHF | 464'180 CHF | 99.85% | 99.85% |
03.05.2024 | 0.72% | 2.16 CHF | 2.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 429'637 CHF | 432'758 CHF | 96.49% | 96.49% |
02.05.2024 | 0.75% | 2.02 CHF | 2.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 422'366 CHF | 425'563 CHF | 99.34% | 99.34% |
30.04.2024 | 0.71% | 2.17 CHF | 2.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 447'015 CHF | 450'210 CHF | 99.76% | 99.76% |