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 | 0.20% | 5.13 CHF | 5.14 CHF | 45'000 | 45'000 | 45'598 | 45'598 | 233'414 CHF | 233'870 CHF | 100.00% | 100.00% |
30.04.2024 | 0.19% | 5.14 CHF | 5.15 CHF | 45'000 | 45'000 | 44'969 | 44'969 | 232'514 CHF | 232'964 CHF | 100.00% | 100.00% |
29.04.2024 | 0.19% | 5.12 CHF | 5.13 CHF | 46'000 | 46'000 | 45'035 | 45'035 | 232'221 CHF | 232'671 CHF | 100.00% | 100.00% |
26.04.2024 | 0.19% | 5.07 CHF | 5.08 CHF | 46'000 | 46'000 | 45'110 | 45'110 | 233'142 CHF | 233'593 CHF | 99.58% | 99.58% |
25.04.2024 | 0.19% | 5.25 CHF | 5.26 CHF | 45'000 | 45'000 | 44'910 | 44'910 | 234'331 CHF | 234'780 CHF | 99.98% | 99.98% |
24.04.2024 | 0.19% | 5.13 CHF | 5.14 CHF | 46'000 | 46'000 | 45'197 | 45'197 | 233'646 CHF | 234'098 CHF | 99.91% | 99.91% |
23.04.2024 | 0.20% | 5.18 CHF | 5.19 CHF | 45'000 | 45'000 | 45'858 | 45'858 | 234'471 CHF | 234'930 CHF | 100.00% | 100.00% |
22.04.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 46'000 | 46'000 | 46'713 | 46'713 | 232'801 CHF | 233'268 CHF | 100.00% | 100.00% |
19.04.2024 | 0.21% | 4.90 CHF | 4.91 CHF | 47'000 | 47'000 | 47'642 | 47'642 | 231'046 CHF | 231'522 CHF | 99.90% | 99.90% |
18.04.2024 | 0.21% | 4.91 CHF | 4.92 CHF | 47'000 | 47'000 | 47'754 | 47'754 | 231'671 CHF | 232'148 CHF | 99.98% | 99.98% |