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 | 0.28% | 3.55 CHF | 3.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'595'460 CHF | 533'319 CHF | 99.21% | 99.21% |
13.05.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'571'180 CHF | 525'227 CHF | 98.06% | 98.06% |
10.05.2024 | 0.28% | 3.48 CHF | 3.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'586'110 CHF | 530'204 CHF | 99.22% | 99.22% |
08.05.2024 | 0.29% | 3.55 CHF | 3.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'554'330 CHF | 519'611 CHF | 99.20% | 99.20% |
07.05.2024 | 0.30% | 3.43 CHF | 3.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'512'850 CHF | 505'783 CHF | 98.26% | 98.26% |
06.05.2024 | 0.31% | 3.31 CHF | 3.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'450'820 CHF | 485'107 CHF | 99.23% | 99.23% |
03.05.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'394'780 CHF | 466'427 CHF | 99.16% | 99.16% |
02.05.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'356'170 CHF | 453'555 CHF | 99.21% | 99.21% |
30.04.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'366'720 CHF | 457'075 CHF | 98.70% | 98.70% |
29.04.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'369'310 CHF | 457'935 CHF | 99.14% | 99.14% |