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 | 0.28% | 3.63 CHF | 3.64 CHF | 750'000 | 750'000 | 749'886 | 749'886 | 2'691'650 CHF | 2'699'150 CHF | 99.83% | 99.83% |
13.05.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 2'735'890 CHF | 2'743'390 CHF | 100.00% | 100.00% |
10.05.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 2'826'490 CHF | 2'833'990 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 3.16 CHF | 3.17 CHF | 750'000 | 750'000 | 749'832 | 749'832 | 2'386'440 CHF | 2'393'940 CHF | 99.45% | 99.45% |
07.05.2024 | 0.36% | 3.08 CHF | 3.09 CHF | 750'000 | 750'000 | 749'494 | 749'494 | 2'111'300 CHF | 2'118'800 CHF | 100.00% | 100.00% |
06.05.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'854'200 CHF | 1'861'700 CHF | 99.72% | 99.72% |
03.05.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'662'900 CHF | 1'670'400 CHF | 99.44% | 99.44% |
02.05.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'599'130 CHF | 1'606'630 CHF | 99.63% | 99.63% |
30.04.2024 | 0.42% | 2.14 CHF | 2.15 CHF | 750'000 | 750'000 | 749'469 | 749'469 | 1'763'170 CHF | 1'770'670 CHF | 99.97% | 99.97% |
29.04.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 750'000 | 750'000 | 744'617 | 744'617 | 1'919'960 CHF | 1'927'410 CHF | 99.58% | 99.58% |