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 | 0.37% | 2.71 CHF | 2.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 810'711 CHF | 271'237 CHF | 97.99% | 97.99% |
10.05.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 812'440 CHF | 271'813 CHF | 97.89% | 97.89% |
08.05.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 783'759 CHF | 262'253 CHF | 99.00% | 99.00% |
07.05.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 745'077 CHF | 249'359 CHF | 99.24% | 99.24% |
06.05.2024 | 0.42% | 2.40 CHF | 2.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 714'374 CHF | 239'125 CHF | 99.28% | 99.28% |
03.05.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 676'066 CHF | 226'355 CHF | 98.86% | 98.86% |
02.05.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 714'926 CHF | 239'309 CHF | 99.20% | 99.20% |
30.04.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 745'549 CHF | 249'516 CHF | 99.25% | 99.25% |
29.04.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 744'049 CHF | 249'016 CHF | 98.62% | 98.62% |
26.04.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 728'501 CHF | 243'834 CHF | 98.99% | 98.99% |