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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.35% | 4.44 CHF | 4.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 883'034 CHF | 886'148 CHF | 99.67% | 99.67% |
07.05.2024 | 0.38% | 4.32 CHF | 4.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 839'496 CHF | 842'707 CHF | 96.81% | 96.81% |
06.05.2024 | 0.40% | 3.93 CHF | 3.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 790'806 CHF | 793'972 CHF | 99.85% | 99.85% |
03.05.2024 | 0.42% | 3.80 CHF | 3.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 759'175 CHF | 762'359 CHF | 96.44% | 96.44% |
02.05.2024 | 0.42% | 3.67 CHF | 3.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 751'862 CHF | 755'057 CHF | 99.31% | 99.31% |
30.04.2024 | 0.41% | 3.81 CHF | 3.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 776'415 CHF | 779'604 CHF | 99.80% | 99.80% |
29.04.2024 | 0.40% | 3.92 CHF | 3.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 798'143 CHF | 801'323 CHF | 100.00% | 100.00% |
26.04.2024 | 0.41% | 3.96 CHF | 3.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 778'284 CHF | 781'502 CHF | 99.12% | 99.12% |
25.04.2024 | 0.42% | 3.78 CHF | 3.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 761'401 CHF | 764'597 CHF | 98.49% | 98.49% |
24.04.2024 | 0.39% | 4.01 CHF | 4.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 823'896 CHF | 827'076 CHF | 99.90% | 99.90% |