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 | 0.48% | 1.80 CHF | 1.81 CHF | 250'000 | 250'000 | 249'364 | 249'364 | 527'572 CHF | 530'071 CHF | 99.90% | 99.90% |
14.05.2024 | 0.41% | 2.36 CHF | 2.37 CHF | 250'000 | 250'000 | 249'819 | 249'819 | 604'029 CHF | 606'529 CHF | 99.96% | 99.96% |
13.05.2024 | 0.43% | 2.39 CHF | 2.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 586'088 CHF | 588'588 CHF | 100.00% | 100.00% |
10.05.2024 | 0.43% | 2.46 CHF | 2.47 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 585'458 CHF | 587'958 CHF | 100.00% | 100.00% |
08.05.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 250'000 | 250'000 | 247'502 | 247'502 | 680'299 CHF | 682'799 CHF | 99.67% | 99.67% |
07.05.2024 | 0.37% | 2.62 CHF | 2.63 CHF | 250'000 | 250'000 | 249'896 | 249'896 | 676'090 CHF | 678'590 CHF | 99.73% | 99.73% |
06.05.2024 | 0.33% | 2.97 CHF | 2.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 759'983 CHF | 762'483 CHF | 100.00% | 100.00% |
03.05.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 872'730 CHF | 875'230 CHF | 99.61% | 99.61% |
02.05.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 981'806 CHF | 984'306 CHF | 99.56% | 99.56% |
30.04.2024 | 0.30% | 3.63 CHF | 3.64 CHF | 250'000 | 250'000 | 249'941 | 249'941 | 842'960 CHF | 845'460 CHF | 100.00% | 100.00% |