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 | 0.61% | 2.51 CHF | 2.52 CHF | 230'000 | 230'000 | 100'906 | 100'906 | 254'245 CHF | 255'542 CHF | 100.00% | 100.00% |
30.04.2024 | 0.60% | 2.56 CHF | 2.57 CHF | 230'000 | 230'000 | 103'166 | 103'166 | 265'964 CHF | 267'306 CHF | 100.00% | 100.00% |
29.04.2024 | 0.59% | 2.61 CHF | 2.62 CHF | 230'000 | 230'000 | 103'339 | 103'339 | 270'178 CHF | 271'521 CHF | 99.66% | 99.66% |
26.04.2024 | 0.59% | 2.63 CHF | 2.64 CHF | 230'000 | 230'000 | 103'125 | 103'125 | 270'207 CHF | 271'550 CHF | 99.51% | 99.51% |
25.04.2024 | 0.58% | 2.62 CHF | 2.63 CHF | 230'000 | 230'000 | 102'629 | 102'629 | 273'161 CHF | 274'498 CHF | 100.00% | 100.00% |
24.04.2024 | 0.59% | 2.63 CHF | 2.64 CHF | 230'000 | 230'000 | 103'164 | 103'164 | 272'442 CHF | 273'785 CHF | 99.82% | 99.82% |
23.04.2024 | 0.59% | 2.66 CHF | 2.67 CHF | 230'000 | 230'000 | 103'182 | 103'182 | 271'926 CHF | 273'268 CHF | 100.00% | 100.00% |
22.04.2024 | 0.59% | 2.63 CHF | 2.64 CHF | 230'000 | 230'000 | 102'947 | 102'947 | 271'925 CHF | 273'264 CHF | 100.00% | 100.00% |
19.04.2024 | 0.59% | 2.64 CHF | 2.65 CHF | 230'000 | 230'000 | 103'036 | 103'036 | 270'619 CHF | 271'959 CHF | 100.00% | 100.00% |
18.04.2024 | 0.59% | 2.64 CHF | 2.65 CHF | 230'000 | 230'000 | 103'185 | 103'185 | 271'086 CHF | 272'429 CHF | 99.97% | 99.97% |