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 | 0.50% | 2.06 CHF | 2.07 CHF | 41'200 | 41'200 | 42'029 | 42'029 | 83'190 CHF | 83'611 CHF | 99.99% | 99.99% |
30.04.2024 | 0.48% | 1.79 CHF | 1.80 CHF | 42'000 | 42'000 | 39'925 | 39'925 | 84'857 CHF | 85'257 CHF | 99.99% | 99.99% |
29.04.2024 | 0.54% | 1.90 CHF | 1.91 CHF | 41'100 | 41'100 | 41'220 | 41'220 | 76'470 CHF | 76'883 CHF | 100.00% | 100.00% |
26.04.2024 | 0.54% | 1.91 CHF | 1.92 CHF | 42'000 | 42'000 | 42'496 | 42'496 | 78'161 CHF | 78'585 CHF | 99.60% | 99.60% |
25.04.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 42'900 | 42'900 | 42'900 | 42'900 | 76'821 CHF | 77'250 CHF | 99.98% | 99.98% |
23.04.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 45'100 | 45'100 | 45'245 | 45'245 | 77'527 CHF | 77'980 CHF | 99.99% | 99.99% |
22.04.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 45'100 | 45'100 | 45'100 | 45'100 | 78'010 CHF | 78'461 CHF | 100.00% | 100.00% |
19.04.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 43'500 | 43'500 | 43'500 | 43'500 | 74'289 CHF | 74'724 CHF | 100.00% | 100.00% |
18.04.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 42'600 | 42'600 | 42'598 | 42'598 | 76'374 CHF | 76'800 CHF | 99.98% | 99.98% |
17.04.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 40'100 | 40'100 | 40'022 | 40'022 | 76'215 CHF | 76'616 CHF | 99.99% | 99.99% |