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 | 0.30% | 3.41 CHF | 3.42 CHF | 250'000 | 250'000 | 249'489 | 249'489 | 822'212 CHF | 824'712 CHF | 99.82% | 99.82% |
14.05.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 250'000 | 250'000 | 249'949 | 249'949 | 777'699 CHF | 780'199 CHF | 99.87% | 99.87% |
13.05.2024 | 0.32% | 3.04 CHF | 3.05 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 775'189 CHF | 777'689 CHF | 99.45% | 99.45% |
10.05.2024 | 0.30% | 3.28 CHF | 3.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 835'766 CHF | 838'266 CHF | 100.00% | 100.00% |
08.05.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 250'000 | 250'000 | 249'928 | 249'939 | 710'759 CHF | 713'289 CHF | 99.29% | 99.29% |
07.05.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 250'000 | 250'000 | 249'831 | 249'831 | 719'000 CHF | 721'500 CHF | 100.00% | 100.00% |
06.05.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 729'413 CHF | 731'913 CHF | 100.00% | 100.00% |
03.05.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 682'406 CHF | 684'906 CHF | 98.19% | 98.19% |
02.05.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 693'047 CHF | 695'547 CHF | 99.98% | 99.98% |
30.04.2024 | 0.35% | 2.77 CHF | 2.78 CHF | 250'000 | 250'000 | 249'815 | 249'815 | 719'868 CHF | 722'368 CHF | 99.76% | 99.76% |