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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 0.41% | 3.99 CHF | 4.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 780'431 CHF | 783'628 CHF | 99.30% | 99.30% |
30.04.2024 | 0.42% | 3.86 CHF | 3.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 757'372 CHF | 760'583 CHF | 99.76% | 99.76% |
29.04.2024 | 0.43% | 3.76 CHF | 3.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 738'005 CHF | 741'212 CHF | 100.00% | 100.00% |
26.04.2024 | 0.42% | 3.73 CHF | 3.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 760'284 CHF | 763'495 CHF | 99.16% | 99.16% |
25.04.2024 | 0.41% | 3.92 CHF | 3.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 777'966 CHF | 781'185 CHF | 98.76% | 98.76% |
24.04.2024 | 0.44% | 3.69 CHF | 3.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 716'419 CHF | 719'588 CHF | 100.00% | 100.00% |
23.04.2024 | 0.46% | 3.50 CHF | 3.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 695'537 CHF | 698'730 CHF | 99.95% | 99.95% |
22.04.2024 | 0.43% | 3.81 CHF | 3.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 771'572 CHF | 774'914 CHF | 94.12% | 94.12% |
19.04.2024 | 0.38% | 4.02 CHF | 4.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 831'572 CHF | 834'771 CHF | 99.85% | 99.85% |
18.04.2024 | 0.38% | 4.13 CHF | 4.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 823'764 CHF | 826'939 CHF | 98.24% | 98.24% |