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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 506'743 CHF | 508'743 CHF | 99.32% | 99.32% |
07.05.2024 | 0.42% | 2.45 CHF | 2.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 470'738 CHF | 472'738 CHF | 84.49% | 84.49% |
06.05.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 430'998 CHF | 432'998 CHF | 92.67% | 92.67% |
03.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 407'475 CHF | 409'475 CHF | 93.33% | 93.33% |
02.05.2024 | 0.49% | 1.95 CHF | 1.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 403'851 CHF | 405'851 CHF | 92.46% | 92.46% |
30.04.2024 | 0.47% | 2.06 CHF | 2.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 423'149 CHF | 425'149 CHF | 95.59% | 95.59% |
29.04.2024 | 0.45% | 2.15 CHF | 2.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 441'674 CHF | 443'674 CHF | 99.20% | 99.20% |
26.04.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 426'743 CHF | 428'743 CHF | 94.74% | 94.74% |
25.04.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 414'804 CHF | 416'804 CHF | 97.38% | 97.38% |
24.04.2024 | 0.43% | 2.23 CHF | 2.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 463'599 CHF | 465'599 CHF | 98.73% | 98.73% |