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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 497'298 CHF | 199'919 CHF | 97.18% | 97.18% |
06.05.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 499'726 CHF | 200'890 CHF | 99.17% | 99.17% |
03.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 502'394 CHF | 201'958 CHF | 99.17% | 99.17% |
02.05.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 487'449 CHF | 195'980 CHF | 99.12% | 99.12% |
30.04.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 458'204 CHF | 184'282 CHF | 99.16% | 99.16% |
29.04.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 366'666 CHF | 147'666 CHF | 99.17% | 99.17% |
26.04.2024 | 0.65% | 1.49 CHF | 1.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 383'166 CHF | 154'266 CHF | 99.16% | 99.16% |
25.04.2024 | 0.66% | 1.60 CHF | 1.61 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 379'501 CHF | 152'800 CHF | 97.39% | 97.39% |
24.04.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 374'015 CHF | 150'606 CHF | 98.90% | 98.90% |
23.04.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 383'739 CHF | 154'496 CHF | 99.17% | 99.17% |