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 | 0.25% | 4.00 CHF | 4.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'369'020 CHF | 791'674 CHF | 96.66% | 96.66% |
13.05.2024 | 0.25% | 3.90 CHF | 3.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'354'370 CHF | 786'789 CHF | 98.40% | 98.40% |
10.05.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'389'920 CHF | 798'640 CHF | 95.38% | 95.38% |
08.05.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'417'590 CHF | 807'863 CHF | 97.65% | 97.65% |
07.05.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'394'650 CHF | 800'217 CHF | 99.20% | 99.20% |
06.05.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'370'130 CHF | 792'044 CHF | 99.24% | 99.24% |
03.05.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'379'110 CHF | 795'038 CHF | 98.22% | 98.22% |
02.05.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'428'860 CHF | 811'620 CHF | 99.15% | 99.15% |
30.04.2024 | 0.24% | 4.12 CHF | 4.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'452'830 CHF | 819'610 CHF | 99.19% | 99.19% |
29.04.2024 | 0.24% | 4.07 CHF | 4.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'448'320 CHF | 818'108 CHF | 99.16% | 99.16% |