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 | 0.21% | 4.85 CHF | 4.86 CHF | 140'000 | 140'000 | 76'849 | 76'849 | 372'609 CHF | 373'379 CHF | 99.99% | 99.99% |
30.04.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 135'000 | 135'000 | 74'476 | 74'476 | 365'561 CHF | 366'308 CHF | 100.00% | 100.00% |
29.04.2024 | 0.20% | 4.91 CHF | 4.92 CHF | 135'000 | 135'000 | 74'537 | 74'537 | 371'143 CHF | 371'890 CHF | 100.00% | 100.00% |
26.04.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 135'000 | 135'000 | 51'407 | 51'407 | 263'024 CHF | 263'539 CHF | 99.31% | 99.31% |
25.04.2024 | 0.21% | 4.77 CHF | 4.78 CHF | 140'000 | 140'000 | 75'657 | 75'657 | 367'601 CHF | 368'359 CHF | 99.97% | 99.97% |
24.04.2024 | 0.20% | 5.07 CHF | 5.08 CHF | 135'000 | 135'000 | 74'508 | 74'508 | 378'698 CHF | 379'445 CHF | 100.00% | 100.00% |
23.04.2024 | 0.21% | 5.01 CHF | 5.02 CHF | 135'000 | 135'000 | 74'547 | 74'547 | 370'266 CHF | 371'013 CHF | 99.99% | 99.99% |
22.04.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 140'000 | 140'000 | 75'204 | 75'204 | 367'682 CHF | 368'436 CHF | 100.00% | 100.00% |
19.04.2024 | 0.21% | 4.92 CHF | 4.93 CHF | 135'000 | 135'000 | 74'565 | 74'565 | 367'347 CHF | 368'094 CHF | 99.99% | 99.99% |
18.04.2024 | 0.20% | 5.10 CHF | 5.11 CHF | 135'000 | 135'000 | 74'552 | 74'552 | 379'944 CHF | 380'691 CHF | 100.00% | 100.00% |