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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.05.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 286'784 CHF | 288'284 CHF | 100.00% | 100.00% |
03.05.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 150'000 | 150'000 | 150'376 | 150'376 | 275'776 CHF | 277'280 CHF | 94.94% | 94.94% |
02.05.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 175'000 | 175'000 | 158'858 | 158'858 | 289'174 CHF | 290'763 CHF | 100.00% | 100.00% |
30.04.2024 | 0.53% | 1.83 CHF | 1.84 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 284'984 CHF | 286'484 CHF | 100.00% | 100.00% |
29.04.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 297'765 CHF | 299'265 CHF | 100.00% | 100.00% |
26.04.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 150'000 | 150'000 | 150'095 | 150'095 | 291'299 CHF | 292'800 CHF | 99.78% | 99.78% |
25.04.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 175'000 | 175'000 | 157'750 | 157'750 | 295'183 CHF | 296'760 CHF | 100.00% | 100.00% |
24.04.2024 | 0.49% | 1.95 CHF | 1.96 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 303'177 CHF | 304'677 CHF | 100.00% | 100.00% |
23.04.2024 | 0.52% | 1.99 CHF | 2.00 CHF | 150'000 | 150'000 | 150'088 | 150'088 | 288'457 CHF | 289'958 CHF | 100.00% | 100.00% |
22.04.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 315'246 CHF | 316'996 CHF | 100.00% | 100.00% |