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 | 0.38% | 2.61 CHF | 2.62 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 780'155 CHF | 783'155 CHF | 18.77% | 18.77% |
07.05.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 775'566 CHF | 778'566 CHF | 99.62% | 99.62% |
06.05.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 300'000 | 300'000 | 299'998 | 300'000 | 765'436 CHF | 768'440 CHF | 99.76% | 99.76% |
03.05.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 720'309 CHF | 723'309 CHF | 98.90% | 98.90% |
02.05.2024 | 0.42% | 2.45 CHF | 2.46 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 717'244 CHF | 720'244 CHF | 100.00% | 100.00% |
30.04.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 733'868 CHF | 736'868 CHF | 100.00% | 100.00% |
29.04.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 300'000 | 300'000 | 299'998 | 300'000 | 783'087 CHF | 786'091 CHF | 99.89% | 99.89% |
26.04.2024 | 0.37% | 2.60 CHF | 2.61 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 803'036 CHF | 806'036 CHF | 100.00% | 100.00% |
25.04.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 300'000 | 300'000 | 299'998 | 300'000 | 789'372 CHF | 792'377 CHF | 84.42% | 84.42% |
24.04.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 778'617 CHF | 781'617 CHF | 100.00% | 100.00% |