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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 450'000 | 450'000 | 449'641 | 449'641 | 939'415 CHF | 943'915 CHF | 99.70% | 99.70% |
06.05.2024 | 0.46% | 2.23 CHF | 2.24 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 982'982 CHF | 987'482 CHF | 100.00% | 100.00% |
03.05.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 1'074'760 CHF | 1'079'260 CHF | 100.00% | 100.00% |
02.05.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 1'284'700 CHF | 1'289'200 CHF | 99.58% | 99.58% |
30.04.2024 | 0.38% | 2.85 CHF | 2.86 CHF | 450'000 | 450'000 | 449'668 | 449'668 | 1'180'880 CHF | 1'185'380 CHF | 99.99% | 99.99% |
29.04.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 450'000 | 450'000 | 449'944 | 449'944 | 1'173'410 CHF | 1'177'910 CHF | 99.63% | 99.63% |
26.04.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 450'000 | 450'000 | 449'964 | 449'964 | 1'235'330 CHF | 1'239'830 CHF | 99.65% | 99.65% |
25.04.2024 | 0.37% | 3.05 CHF | 3.06 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 1'229'810 CHF | 1'234'310 CHF | 99.98% | 99.98% |
24.04.2024 | 0.41% | 2.56 CHF | 2.57 CHF | 450'000 | 450'000 | 449'943 | 449'943 | 1'099'950 CHF | 1'104'450 CHF | 94.46% | 94.46% |
23.04.2024 | 0.39% | 2.43 CHF | 2.44 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 1'161'550 CHF | 1'166'050 CHF | 99.99% | 99.99% |