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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.25% | 3.89 CHF | 3.90 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 491'714 CHF | 492'964 CHF | 96.43% | 96.43% |
08.05.2024 | 0.26% | 3.96 CHF | 3.97 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 483'306 CHF | 484'556 CHF | 99.18% | 99.18% |
07.05.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 471'815 CHF | 473'065 CHF | 98.99% | 98.99% |
06.05.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 454'197 CHF | 455'447 CHF | 98.99% | 98.99% |
03.05.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 438'681 CHF | 439'931 CHF | 98.94% | 98.94% |
02.05.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 428'236 CHF | 429'486 CHF | 98.85% | 98.85% |
30.04.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 431'413 CHF | 432'663 CHF | 98.98% | 98.98% |
29.04.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 432'093 CHF | 433'343 CHF | 99.05% | 99.05% |
26.04.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 435'530 CHF | 436'780 CHF | 84.76% | 84.76% |
25.04.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 425'496 CHF | 426'746 CHF | 83.05% | 83.05% |