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 | 3.01% | 0.35 CHF | 0.36 CHF | 250'000 | 250'000 | 249'759 | 250'000 | 81'918 CHF | 84'502 CHF | 94.73% | 94.73% |
14.05.2024 | 3.44% | 0.27 CHF | 0.28 CHF | 250'000 | 250'000 | 250'000 | 249'767 | 71'642 CHF | 74'075 CHF | 99.15% | 99.15% |
13.05.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 250'000 | 250'000 | 561'012 | 249'764 | 174'387 CHF | 79'988 CHF | 98.41% | 98.41% |
10.05.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 255'432 CHF | 87'644 CHF | 99.16% | 99.16% |
08.05.2024 | 2.94% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 251'180 CHF | 86'227 CHF | 99.17% | 99.17% |
07.05.2024 | 3.16% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 749'933 | 249'988 | 233'950 CHF | 80'487 CHF | 97.92% | 97.92% |
06.05.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 237'240 CHF | 81'580 CHF | 99.17% | 99.17% |
03.05.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 749'982 | 250'000 | 235'833 CHF | 81'113 CHF | 99.16% | 99.16% |
02.05.2024 | 3.18% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 231'934 CHF | 79'812 CHF | 99.14% | 99.14% |
30.04.2024 | 3.28% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 224'836 CHF | 77'446 CHF | 99.17% | 99.17% |