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 | 0.40% | 2.49 CHF | 2.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 745'389 CHF | 249'463 CHF | 98.11% | 98.11% |
10.05.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 747'303 CHF | 250'101 CHF | 97.89% | 97.89% |
08.05.2024 | 0.42% | 2.40 CHF | 2.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 718'695 CHF | 240'565 CHF | 99.11% | 99.11% |
07.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 680'030 CHF | 227'677 CHF | 99.37% | 99.37% |
06.05.2024 | 0.46% | 2.19 CHF | 2.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 649'516 CHF | 217'505 CHF | 99.37% | 99.37% |
03.05.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 611'147 CHF | 204'716 CHF | 99.00% | 99.00% |
02.05.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 649'893 CHF | 217'631 CHF | 99.37% | 99.37% |
30.04.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 680'426 CHF | 227'809 CHF | 99.37% | 99.37% |
29.04.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 679'098 CHF | 227'366 CHF | 98.76% | 98.76% |
26.04.2024 | 0.45% | 2.19 CHF | 2.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 663'491 CHF | 222'164 CHF | 99.15% | 99.15% |