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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'279'980 CHF | 256'996 CHF | 98.46% | 98.46% |
10.05.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'289'030 CHF | 258'805 CHF | 99.27% | 99.27% |
08.05.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'268'670 CHF | 254'734 CHF | 99.27% | 99.27% |
07.05.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'232'150 CHF | 247'430 CHF | 99.27% | 99.27% |
06.05.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'189'780 CHF | 238'957 CHF | 99.27% | 99.27% |
03.05.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'155'860 CHF | 232'172 CHF | 99.17% | 99.17% |
02.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'167'390 CHF | 234'478 CHF | 99.26% | 99.26% |
30.04.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'184'550 CHF | 237'910 CHF | 99.27% | 99.27% |
29.04.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'180'780 CHF | 237'156 CHF | 99.21% | 99.21% |
26.04.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'150'030 CHF | 231'007 CHF | 99.27% | 99.27% |