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 | 0.43% | 2.58 CHF | 2.59 CHF | 250'000 | 250'000 | 244'848 | 244'848 | 600'985 CHF | 603'459 CHF | 98.05% | 98.05% |
14.05.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 566'420 CHF | 568'920 CHF | 97.78% | 97.78% |
13.05.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 582'754 CHF | 585'254 CHF | 99.92% | 99.92% |
10.05.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 613'755 CHF | 616'255 CHF | 98.52% | 98.52% |
08.05.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 487'796 CHF | 490'296 CHF | 99.97% | 99.97% |
07.05.2024 | 0.63% | 1.86 CHF | 1.87 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 399'258 CHF | 401'758 CHF | 99.75% | 99.75% |
06.05.2024 | 0.80% | 1.34 CHF | 1.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 315'288 CHF | 317'788 CHF | 99.89% | 99.89% |
03.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 253'875 CHF | 256'375 CHF | 96.92% | 96.92% |
02.05.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 233'338 CHF | 235'838 CHF | 99.43% | 99.43% |
30.04.2024 | 0.86% | 0.93 CHF | 0.94 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 288'695 CHF | 291'195 CHF | 99.12% | 99.12% |