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 | 0.32% | 3.06 CHF | 3.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'847'430 CHF | 617'810 CHF | 99.17% | 99.17% |
14.05.2024 | 0.33% | 3.10 CHF | 3.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'828'590 CHF | 611'530 CHF | 96.66% | 96.66% |
13.05.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'814'380 CHF | 606'794 CHF | 98.41% | 98.41% |
10.05.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'849'420 CHF | 618'473 CHF | 95.38% | 95.38% |
08.05.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'875'990 CHF | 627'330 CHF | 97.65% | 97.65% |
07.05.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'854'570 CHF | 620'190 CHF | 99.20% | 99.20% |
06.05.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'830'430 CHF | 612'143 CHF | 99.24% | 99.24% |
03.05.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'839'540 CHF | 615'179 CHF | 98.22% | 98.22% |
02.05.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'884'620 CHF | 630'206 CHF | 99.15% | 99.15% |
30.04.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'908'490 CHF | 638'164 CHF | 99.20% | 99.20% |