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 | 0.34% | 2.95 CHF | 2.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 872'833 CHF | 291'944 CHF | 98.58% | 98.58% |
13.05.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 897'828 CHF | 300'276 CHF | 97.96% | 97.96% |
10.05.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 899'445 CHF | 300'815 CHF | 97.89% | 97.89% |
08.05.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 870'692 CHF | 291'231 CHF | 99.00% | 99.00% |
07.05.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 832'055 CHF | 278'352 CHF | 99.24% | 99.24% |
06.05.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 801'147 CHF | 268'049 CHF | 99.28% | 99.28% |
03.05.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 762'689 CHF | 255'230 CHF | 98.86% | 98.86% |
02.05.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 801'739 CHF | 268'246 CHF | 99.20% | 99.20% |
30.04.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 832'469 CHF | 278'490 CHF | 99.25% | 99.25% |
29.04.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 830'805 CHF | 277'935 CHF | 98.62% | 98.62% |