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 | 0.71% | 2.15 CHF | 2.16 CHF | 230'000 | 230'000 | 100'906 | 100'906 | 218'143 CHF | 219'440 CHF | 100.00% | 100.00% |
30.04.2024 | 0.69% | 2.20 CHF | 2.21 CHF | 230'000 | 230'000 | 103'166 | 103'166 | 228'951 CHF | 230'293 CHF | 100.00% | 100.00% |
29.04.2024 | 0.69% | 2.25 CHF | 2.26 CHF | 230'000 | 230'000 | 103'339 | 103'339 | 233'194 CHF | 234'537 CHF | 99.67% | 99.67% |
26.04.2024 | 0.69% | 2.27 CHF | 2.28 CHF | 230'000 | 230'000 | 103'116 | 103'116 | 233'299 CHF | 234'642 CHF | 99.50% | 99.50% |
25.04.2024 | 0.67% | 2.26 CHF | 2.27 CHF | 230'000 | 230'000 | 102'629 | 102'629 | 236'304 CHF | 237'640 CHF | 100.00% | 100.00% |
24.04.2024 | 0.68% | 2.27 CHF | 2.28 CHF | 230'000 | 230'000 | 103'153 | 103'153 | 235'441 CHF | 236'784 CHF | 99.81% | 99.81% |
23.04.2024 | 0.68% | 2.30 CHF | 2.31 CHF | 230'000 | 230'000 | 103'182 | 103'182 | 234'953 CHF | 236'295 CHF | 100.00% | 100.00% |
22.04.2024 | 0.68% | 2.27 CHF | 2.28 CHF | 230'000 | 230'000 | 102'948 | 102'948 | 235'139 CHF | 236'478 CHF | 100.00% | 100.00% |
19.04.2024 | 0.69% | 2.28 CHF | 2.29 CHF | 230'000 | 230'000 | 103'032 | 103'032 | 233'792 CHF | 235'133 CHF | 100.00% | 100.00% |
18.04.2024 | 0.68% | 2.28 CHF | 2.29 CHF | 230'000 | 230'000 | 103'194 | 103'194 | 234'259 CHF | 235'602 CHF | 99.98% | 99.98% |