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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'388'770 CHF | 464'925 CHF | 98.94% | 98.94% |
07.05.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'382'120 CHF | 462'706 CHF | 98.86% | 98.86% |
06.05.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'311'230 CHF | 439'077 CHF | 98.95% | 98.95% |
03.05.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'274'480 CHF | 426'826 CHF | 98.81% | 98.81% |
02.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'257'260 CHF | 421'088 CHF | 98.93% | 98.93% |
30.04.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'251'730 CHF | 419'245 CHF | 98.85% | 98.85% |
29.04.2024 | 0.46% | 2.12 CHF | 2.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'303'260 CHF | 436'421 CHF | 98.01% | 98.01% |
26.04.2024 | 0.40% | 2.44 CHF | 2.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'492'640 CHF | 499'548 CHF | 98.95% | 98.95% |
25.04.2024 | 0.44% | 2.50 CHF | 2.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'375'340 CHF | 460'446 CHF | 97.92% | 97.92% |
24.04.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'301'670 CHF | 435'889 CHF | 98.95% | 98.95% |