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 | 0.56% | 1.83 CHF | 1.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'065'080 CHF | 357'028 CHF | 96.66% | 96.66% |
13.05.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'051'890 CHF | 352'629 CHF | 98.40% | 98.40% |
10.05.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'086'000 CHF | 364'000 CHF | 95.39% | 95.39% |
08.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'111'630 CHF | 372'543 CHF | 97.65% | 97.65% |
07.05.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'091'780 CHF | 365'927 CHF | 99.20% | 99.20% |
06.05.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'068'990 CHF | 358'329 CHF | 99.23% | 99.23% |
03.05.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'077'370 CHF | 361'123 CHF | 98.22% | 98.22% |
02.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'117'420 CHF | 374'474 CHF | 99.15% | 99.15% |
30.04.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'140'910 CHF | 382'304 CHF | 99.20% | 99.20% |
29.04.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'139'220 CHF | 381'739 CHF | 99.16% | 99.16% |