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 | 0.46% | 2.23 CHF | 2.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 656'379 CHF | 219'793 CHF | 98.74% | 98.74% |
13.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 681'710 CHF | 228'237 CHF | 98.12% | 98.12% |
10.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 683'611 CHF | 228'870 CHF | 97.89% | 97.89% |
08.05.2024 | 0.46% | 2.19 CHF | 2.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 655'159 CHF | 219'386 CHF | 99.11% | 99.11% |
07.05.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 616'438 CHF | 206'479 CHF | 99.37% | 99.37% |
06.05.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 586'045 CHF | 196'348 CHF | 99.37% | 99.37% |
03.05.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 547'782 CHF | 183'594 CHF | 98.99% | 98.99% |
02.05.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 586'479 CHF | 196'493 CHF | 99.37% | 99.37% |
30.04.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 616'891 CHF | 206'630 CHF | 99.37% | 99.37% |
29.04.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 615'606 CHF | 206'202 CHF | 98.76% | 98.76% |