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 | 3.34% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 220'673 CHF | 76'058 CHF | 99.13% | 99.13% |
14.05.2024 | 3.66% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 201'162 CHF | 69'554 CHF | 99.36% | 99.36% |
13.05.2024 | 3.55% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 207'725 CHF | 71'742 CHF | 98.90% | 98.90% |
10.05.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 212'622 CHF | 73'374 CHF | 99.37% | 99.37% |
08.05.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 194'926 CHF | 67'475 CHF | 99.36% | 99.36% |
07.05.2024 | 3.70% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 749'989 | 250'000 | 199'251 CHF | 68'918 CHF | 99.37% | 99.37% |
06.05.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 181'080 CHF | 62'860 CHF | 99.36% | 99.36% |
03.05.2024 | 4.13% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 178'201 CHF | 61'900 CHF | 99.18% | 99.18% |
02.05.2024 | 4.64% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 157'986 CHF | 55'162 CHF | 99.28% | 99.28% |
30.04.2024 | 4.34% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 169'034 CHF | 58'845 CHF | 99.36% | 99.36% |