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 | 0.47% | 2.09 CHF | 2.10 CHF | 353'300 | 353'300 | 353'300 | 353'300 | 746'858 CHF | 750'391 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 370'900 | 370'900 | 370'900 | 370'900 | 736'426 CHF | 740'135 CHF | 99.91% | 99.91% |
02.05.2024 | 0.51% | 1.88 CHF | 1.89 CHF | 355'300 | 355'300 | 355'300 | 355'300 | 696'354 CHF | 699'907 CHF | 99.59% | 99.59% |
30.04.2024 | 0.48% | 2.00 CHF | 2.01 CHF | 338'900 | 338'900 | 338'727 | 338'727 | 698'327 CHF | 701'716 CHF | 100.00% | 100.00% |
29.04.2024 | 0.46% | 2.10 CHF | 2.11 CHF | 335'200 | 335'200 | 335'200 | 335'200 | 724'667 CHF | 728'019 CHF | 99.61% | 99.61% |
26.04.2024 | 0.48% | 2.14 CHF | 2.15 CHF | 357'300 | 357'300 | 357'300 | 357'300 | 742'200 CHF | 745'773 CHF | 98.85% | 98.85% |
25.04.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 325'600 | 325'600 | 325'583 | 325'583 | 654'311 CHF | 657'567 CHF | 99.98% | 99.98% |
24.04.2024 | 0.43% | 2.19 CHF | 2.20 CHF | 300'100 | 300'100 | 300'100 | 300'100 | 689'506 CHF | 692'507 CHF | 100.00% | 100.00% |
23.04.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 333'200 | 333'200 | 333'179 | 333'179 | 801'076 CHF | 804'408 CHF | 99.99% | 99.99% |
22.04.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 353'800 | 353'800 | 353'800 | 353'800 | 731'524 CHF | 735'062 CHF | 100.00% | 100.00% |