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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.05.2024 | 0.41% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'883 CHF | 122'383 CHF | 99.95% | 99.95% |
02.05.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'410 CHF | 118'910 CHF | 99.99% | 99.99% |
30.04.2024 | 0.44% | 2.20 CHF | 2.21 CHF | 50'000 | 50'000 | 49'954 | 49'954 | 112'555 CHF | 113'055 CHF | 99.99% | 99.99% |
29.04.2024 | 0.46% | 2.30 CHF | 2.31 CHF | 50'000 | 50'000 | 49'994 | 49'994 | 108'891 CHF | 109'391 CHF | 100.00% | 100.00% |
26.04.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'618 CHF | 103'118 CHF | 99.53% | 99.53% |
25.04.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'215 CHF | 98'715 CHF | 99.90% | 99.90% |
24.04.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 49'985 | 49'985 | 100'631 CHF | 101'131 CHF | 100.00% | 100.00% |
23.04.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'881 CHF | 100'381 CHF | 99.97% | 99.97% |
22.04.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'340 CHF | 106'840 CHF | 100.00% | 100.00% |
19.04.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'816 CHF | 111'316 CHF | 99.99% | 99.99% |