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 | 0.34% | 3.17 CHF | 3.18 CHF | 250'000 | 250'000 | 244'847 | 244'847 | 745'775 CHF | 748'249 CHF | 98.03% | 98.03% |
14.05.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 714'104 CHF | 716'604 CHF | 97.90% | 97.90% |
13.05.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 730'123 CHF | 732'623 CHF | 99.92% | 99.92% |
10.05.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 760'964 CHF | 763'464 CHF | 98.38% | 98.38% |
08.05.2024 | 0.39% | 2.51 CHF | 2.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 634'838 CHF | 637'338 CHF | 99.97% | 99.97% |
07.05.2024 | 0.46% | 2.45 CHF | 2.46 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 545'091 CHF | 547'591 CHF | 99.75% | 99.75% |
06.05.2024 | 0.54% | 1.92 CHF | 1.93 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 459'247 CHF | 461'747 CHF | 99.89% | 99.89% |
03.05.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 396'892 CHF | 399'392 CHF | 97.15% | 97.15% |
02.05.2024 | 0.66% | 1.48 CHF | 1.49 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 376'398 CHF | 378'898 CHF | 99.08% | 99.08% |
30.04.2024 | 0.58% | 1.51 CHF | 1.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 432'768 CHF | 435'268 CHF | 99.17% | 99.17% |