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 | 2.82% | 0.35 CHF | 0.36 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 104'830 CHF | 107'830 CHF | 100.00% | 100.00% |
30.04.2024 | 2.96% | 0.31 CHF | 0.32 CHF | 300'000 | 300'000 | 299'726 | 299'726 | 99'925 CHF | 102'925 CHF | 100.00% | 100.00% |
29.04.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 300'000 | 300'000 | 299'999 | 299'999 | 104'507 CHF | 107'507 CHF | 99.85% | 99.85% |
26.04.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 101'352 CHF | 104'352 CHF | 99.53% | 99.53% |
25.04.2024 | 2.96% | 0.34 CHF | 0.35 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 99'892 CHF | 102'892 CHF | 99.93% | 99.93% |
24.04.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 300'000 | 300'000 | 299'965 | 299'965 | 106'448 CHF | 109'448 CHF | 99.54% | 99.54% |
23.04.2024 | 2.48% | 0.38 CHF | 0.39 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 119'499 CHF | 122'499 CHF | 99.81% | 99.81% |
22.04.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 300'000 | 300'000 | 299'878 | 299'878 | 127'571 CHF | 130'571 CHF | 100.00% | 100.00% |
19.04.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 134'740 CHF | 137'740 CHF | 100.00% | 100.00% |
18.04.2024 | 2.31% | 0.41 CHF | 0.42 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 128'396 CHF | 131'396 CHF | 100.00% | 100.00% |