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% | 2.42 CHF | 2.43 CHF | 52'000 | 52'000 | 19'461 | 19'461 | 46'647 CHF | 46'892 CHF | 99.99% | 99.99% |
30.04.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 52'000 | 52'000 | 28'786 | 28'786 | 72'994 CHF | 73'283 CHF | 99.70% | 99.70% |
29.04.2024 | 0.40% | 2.60 CHF | 2.61 CHF | 52'000 | 52'000 | 28'902 | 28'902 | 74'304 CHF | 74'593 CHF | 98.03% | 98.03% |
26.04.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 52'000 | 52'000 | 28'776 | 28'776 | 74'528 CHF | 74'816 CHF | 99.31% | 99.31% |
25.04.2024 | 0.43% | 2.47 CHF | 2.48 CHF | 52'000 | 52'000 | 28'449 | 28'449 | 69'901 CHF | 70'189 CHF | 99.99% | 99.99% |
24.04.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 52'000 | 52'000 | 28'795 | 28'795 | 70'205 CHF | 70'494 CHF | 99.53% | 99.53% |
23.04.2024 | 0.43% | 2.46 CHF | 2.47 CHF | 52'000 | 52'000 | 30'146 | 30'146 | 71'901 CHF | 72'203 CHF | 99.24% | 99.24% |
22.04.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 52'000 | 52'000 | 28'725 | 28'725 | 70'251 CHF | 70'539 CHF | 99.86% | 99.86% |
19.04.2024 | 0.41% | 2.58 CHF | 2.59 CHF | 52'000 | 52'000 | 28'425 | 28'425 | 71'892 CHF | 72'180 CHF | 99.99% | 99.99% |
18.04.2024 | 0.41% | 2.53 CHF | 2.54 CHF | 52'000 | 52'000 | 28'767 | 28'767 | 71'942 CHF | 72'230 CHF | 99.99% | 99.99% |