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 | 0.48% | 3.40 CHF | 3.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 665'119 CHF | 668'299 CHF | 99.40% | 99.40% |
13.05.2024 | 0.47% | 3.33 CHF | 3.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 665'607 CHF | 668'749 CHF | 98.92% | 98.92% |
10.05.2024 | 0.50% | 3.28 CHF | 3.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 648'012 CHF | 651'252 CHF | 99.95% | 99.95% |
08.05.2024 | 0.56% | 2.97 CHF | 2.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 587'629 CHF | 590'923 CHF | 99.67% | 99.67% |
07.05.2024 | 0.58% | 2.84 CHF | 2.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 544'354 CHF | 547'529 CHF | 96.81% | 96.81% |
06.05.2024 | 0.66% | 2.45 CHF | 2.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 495'586 CHF | 498'844 CHF | 99.85% | 99.85% |
03.05.2024 | 0.69% | 2.33 CHF | 2.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 464'060 CHF | 467'274 CHF | 96.41% | 96.41% |
02.05.2024 | 0.70% | 2.20 CHF | 2.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 456'879 CHF | 460'077 CHF | 99.37% | 99.37% |
30.04.2024 | 0.67% | 2.34 CHF | 2.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 481'573 CHF | 484'792 CHF | 99.80% | 99.80% |
29.04.2024 | 0.64% | 2.45 CHF | 2.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 503'215 CHF | 506'425 CHF | 100.00% | 100.00% |