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 | 0.41% | 2.42 CHF | 2.43 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 137'361 CHF | 137'921 CHF | 98.18% | 98.18% |
30.04.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 56'000 | 56'000 | 55'948 | 55'948 | 136'734 CHF | 137'294 CHF | 99.99% | 99.99% |
29.04.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 55'000 | 55'000 | 55'018 | 55'018 | 139'423 CHF | 139'973 CHF | 100.00% | 100.00% |
26.04.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 56'000 | 56'000 | 55'995 | 55'995 | 138'606 CHF | 139'166 CHF | 99.42% | 99.42% |
25.04.2024 | 0.39% | 2.47 CHF | 2.48 CHF | 56'000 | 56'000 | 55'327 | 55'327 | 139'996 CHF | 140'550 CHF | 99.69% | 99.69% |
24.04.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 55'000 | 55'000 | 54'592 | 54'592 | 144'373 CHF | 144'919 CHF | 99.30% | 99.30% |
23.04.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 54'000 | 54'000 | 54'093 | 54'093 | 145'115 CHF | 145'656 CHF | 100.00% | 100.00% |
22.04.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 55'000 | 55'000 | 54'982 | 54'982 | 144'493 CHF | 145'042 CHF | 100.00% | 100.00% |
19.04.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 55'000 | 55'000 | 55'476 | 55'476 | 139'376 CHF | 139'931 CHF | 99.99% | 99.99% |
18.04.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 56'000 | 56'000 | 55'249 | 55'249 | 139'562 CHF | 140'115 CHF | 99.99% | 99.99% |