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 | 0.48% | 2.06 CHF | 2.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'255'770 CHF | 420'589 CHF | 98.40% | 98.40% |
10.05.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'289'530 CHF | 431'842 CHF | 95.38% | 95.38% |
08.05.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'315'810 CHF | 440'604 CHF | 97.65% | 97.65% |
07.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'295'550 CHF | 433'851 CHF | 99.20% | 99.20% |
06.05.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'272'370 CHF | 426'123 CHF | 99.24% | 99.24% |
03.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'280'980 CHF | 428'994 CHF | 98.23% | 98.23% |
02.05.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'323'260 CHF | 443'087 CHF | 99.15% | 99.15% |
30.04.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'347'000 CHF | 450'999 CHF | 99.19% | 99.19% |
29.04.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'343'790 CHF | 449'932 CHF | 99.16% | 99.16% |
26.04.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'335'910 CHF | 447'304 CHF | 94.81% | 94.81% |