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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'652'310 CHF | 552'271 CHF | 98.02% | 98.02% |
10.05.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'667'220 CHF | 557'239 CHF | 99.21% | 99.21% |
08.05.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'635'660 CHF | 546'720 CHF | 99.22% | 99.22% |
07.05.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'594'040 CHF | 532'846 CHF | 98.26% | 98.26% |
06.05.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'531'720 CHF | 512'072 CHF | 99.22% | 99.22% |
03.05.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'475'730 CHF | 493'409 CHF | 99.16% | 99.16% |
02.05.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'437'560 CHF | 480'687 CHF | 99.19% | 99.19% |
30.04.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'448'440 CHF | 484'313 CHF | 98.71% | 98.71% |
29.04.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'450'770 CHF | 485'089 CHF | 99.15% | 99.15% |
26.04.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'465'370 CHF | 489'957 CHF | 99.24% | 99.24% |