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 | 0.29% | 3.52 CHF | 3.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'079'010 CHF | 695'005 CHF | 96.67% | 96.67% |
13.05.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'064'710 CHF | 690'236 CHF | 98.40% | 98.40% |
10.05.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'099'040 CHF | 701'680 CHF | 95.38% | 95.38% |
08.05.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'126'990 CHF | 710'995 CHF | 97.65% | 97.65% |
07.05.2024 | 0.28% | 3.51 CHF | 3.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'105'050 CHF | 703'682 CHF | 99.20% | 99.20% |
06.05.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'080'440 CHF | 695'480 CHF | 99.24% | 99.24% |
03.05.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'089'030 CHF | 698'342 CHF | 98.23% | 98.23% |
02.05.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'136'230 CHF | 714'077 CHF | 99.15% | 99.15% |
30.04.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'160'460 CHF | 722'153 CHF | 99.19% | 99.19% |
29.04.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'156'780 CHF | 720'928 CHF | 99.16% | 99.16% |