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 | 0.28% | 3.27 CHF | 3.28 CHF | 250'000 | 250'000 | 249'477 | 249'477 | 893'637 CHF | 896'137 CHF | 99.90% | 99.90% |
14.05.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 250'000 | 250'000 | 249'951 | 249'951 | 973'417 CHF | 975'917 CHF | 99.97% | 99.97% |
13.05.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 955'954 CHF | 958'454 CHF | 100.00% | 100.00% |
10.05.2024 | 0.26% | 3.95 CHF | 3.96 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 957'406 CHF | 959'906 CHF | 99.99% | 99.99% |
08.05.2024 | 0.23% | 4.25 CHF | 4.26 CHF | 250'000 | 250'000 | 249'956 | 249'956 | 1'068'700 CHF | 1'071'200 CHF | 99.67% | 99.67% |
07.05.2024 | 0.23% | 4.16 CHF | 4.17 CHF | 250'000 | 250'000 | 249'855 | 249'855 | 1'065'050 CHF | 1'067'550 CHF | 99.70% | 99.70% |
06.05.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'146'480 CHF | 1'148'980 CHF | 100.00% | 100.00% |
03.05.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'264'600 CHF | 1'267'100 CHF | 99.58% | 99.58% |
02.05.2024 | 0.18% | 5.54 CHF | 5.55 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'379'520 CHF | 1'382'020 CHF | 99.55% | 99.55% |
30.04.2024 | 0.20% | 5.24 CHF | 5.25 CHF | 250'000 | 250'000 | 249'797 | 249'797 | 1'242'510 CHF | 1'245'010 CHF | 99.97% | 99.97% |