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 | 0.65% | 2.40 CHF | 2.41 CHF | 52'000 | 52'000 | 19'463 | 19'463 | 46'147 CHF | 46'392 CHF | 100.00% | 100.00% |
30.04.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 52'000 | 52'000 | 28'783 | 28'783 | 72'243 CHF | 72'531 CHF | 99.69% | 99.69% |
29.04.2024 | 0.40% | 2.58 CHF | 2.59 CHF | 52'000 | 52'000 | 28'903 | 28'903 | 73'564 CHF | 73'854 CHF | 98.05% | 98.05% |
26.04.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 52'000 | 52'000 | 28'779 | 28'779 | 73'760 CHF | 74'048 CHF | 99.33% | 99.33% |
25.04.2024 | 0.43% | 2.45 CHF | 2.46 CHF | 52'000 | 52'000 | 28'444 | 28'444 | 69'160 CHF | 69'448 CHF | 99.98% | 99.98% |
24.04.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 52'000 | 52'000 | 28'799 | 28'799 | 69'465 CHF | 69'754 CHF | 99.54% | 99.54% |
23.04.2024 | 0.44% | 2.43 CHF | 2.44 CHF | 52'000 | 52'000 | 30'147 | 30'147 | 71'130 CHF | 71'432 CHF | 99.24% | 99.24% |
22.04.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 52'000 | 52'000 | 28'728 | 28'728 | 69'500 CHF | 69'789 CHF | 99.87% | 99.87% |
19.04.2024 | 0.42% | 2.55 CHF | 2.56 CHF | 52'000 | 52'000 | 28'426 | 28'426 | 71'151 CHF | 71'440 CHF | 100.00% | 100.00% |
18.04.2024 | 0.41% | 2.50 CHF | 2.51 CHF | 52'000 | 52'000 | 28'770 | 28'770 | 71'199 CHF | 71'487 CHF | 100.00% | 100.00% |