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 | 0.37% | 2.72 CHF | 2.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 672'768 CHF | 675'268 CHF | 97.85% | 97.85% |
13.05.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 687'794 CHF | 690'294 CHF | 99.92% | 99.92% |
10.05.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 718'670 CHF | 721'170 CHF | 98.49% | 98.49% |
08.05.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 592'585 CHF | 595'085 CHF | 99.97% | 99.97% |
07.05.2024 | 0.50% | 2.28 CHF | 2.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 502'863 CHF | 505'363 CHF | 99.75% | 99.75% |
06.05.2024 | 0.60% | 1.75 CHF | 1.76 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 417'110 CHF | 419'610 CHF | 99.89% | 99.89% |
03.05.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 354'769 CHF | 357'269 CHF | 97.18% | 97.18% |
02.05.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 334'217 CHF | 336'717 CHF | 99.20% | 99.20% |
30.04.2024 | 0.64% | 1.34 CHF | 1.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 390'543 CHF | 393'043 CHF | 99.10% | 99.10% |
29.04.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 448'571 CHF | 451'071 CHF | 100.00% | 100.00% |