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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.33% | 3.09 CHF | 3.10 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 1'795'850 CHF | 450'462 CHF | 99.30% | 99.30% |
14.05.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 1'739'080 CHF | 436'269 CHF | 99.29% | 99.29% |
13.05.2024 | 0.35% | 2.94 CHF | 2.95 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 1'724'050 CHF | 432'511 CHF | 98.73% | 98.73% |
10.05.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 1'691'140 CHF | 424'285 CHF | 99.30% | 99.30% |
08.05.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 1'578'770 CHF | 396'194 CHF | 99.30% | 99.30% |
07.05.2024 | 0.41% | 2.49 CHF | 2.50 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 1'448'290 CHF | 363'572 CHF | 98.08% | 98.08% |
06.05.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 1'413'850 CHF | 354'963 CHF | 99.31% | 99.31% |
03.05.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 1'363'710 CHF | 342'426 CHF | 99.27% | 99.27% |
02.05.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 1'366'960 CHF | 343'239 CHF | 99.28% | 99.28% |
30.04.2024 | 0.42% | 2.30 CHF | 2.31 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 1'414'290 CHF | 355'073 CHF | 99.31% | 99.31% |