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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.05.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 52'000 | 52'000 | 28'770 | 28'770 | 60'079 CHF | 60'367 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 52'000 | 52'000 | 28'532 | 28'532 | 58'430 CHF | 58'716 CHF | 99.96% | 99.96% |
02.05.2024 | 0.76% | 2.06 CHF | 2.07 CHF | 52'000 | 52'000 | 19'463 | 19'463 | 39'635 CHF | 39'880 CHF | 100.00% | 100.00% |
30.04.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 52'000 | 52'000 | 28'786 | 28'786 | 62'612 CHF | 62'900 CHF | 99.70% | 99.70% |
29.04.2024 | 0.46% | 2.24 CHF | 2.25 CHF | 52'000 | 52'000 | 28'902 | 28'902 | 63'889 CHF | 64'179 CHF | 98.03% | 98.03% |
26.04.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 52'000 | 52'000 | 28'776 | 28'776 | 64'159 CHF | 64'447 CHF | 99.32% | 99.32% |
25.04.2024 | 0.50% | 2.11 CHF | 2.12 CHF | 52'000 | 52'000 | 28'449 | 28'449 | 59'633 CHF | 59'922 CHF | 100.00% | 100.00% |
24.04.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 52'000 | 52'000 | 28'795 | 28'795 | 59'810 CHF | 60'098 CHF | 99.53% | 99.53% |
23.04.2024 | 0.51% | 2.10 CHF | 2.11 CHF | 52'000 | 52'000 | 30'146 | 30'146 | 61'053 CHF | 61'356 CHF | 99.24% | 99.24% |
22.04.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 52'000 | 52'000 | 28'723 | 28'723 | 59'975 CHF | 60'263 CHF | 99.86% | 99.86% |