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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 0.48% | 10.35 CHF | 10.40 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 310'353 CHF | 311'836 CHF | 100.00% | 100.00% |
30.04.2024 | 0.48% | 10.50 CHF | 10.55 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 313'818 CHF | 315'306 CHF | 99.77% | 99.77% |
29.04.2024 | 0.47% | 10.60 CHF | 10.65 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 317'056 CHF | 318'544 CHF | 100.00% | 100.00% |
26.04.2024 | 0.48% | 10.65 CHF | 10.70 CHF | 30'000 | 30'000 | 29'702 | 29'702 | 313'936 CHF | 315'422 CHF | 99.69% | 99.69% |
25.04.2024 | 0.48% | 10.45 CHF | 10.50 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 311'673 CHF | 313'160 CHF | 99.81% | 99.81% |
24.04.2024 | 0.47% | 10.70 CHF | 10.75 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 320'765 CHF | 322'252 CHF | 100.00% | 100.00% |
23.04.2024 | 0.46% | 10.90 CHF | 10.95 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 324'091 CHF | 325'578 CHF | 100.00% | 100.00% |
22.04.2024 | 0.48% | 10.55 CHF | 10.60 CHF | 30'000 | 30'000 | 29'661 | 29'661 | 312'306 CHF | 313'791 CHF | 98.94% | 98.94% |
19.04.2024 | 0.49% | 10.40 CHF | 10.45 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 304'473 CHF | 305'960 CHF | 100.00% | 100.00% |
18.04.2024 | 0.49% | 10.30 CHF | 10.35 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 305'870 CHF | 307'357 CHF | 99.92% | 99.92% |