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 | 0.47% | 2.09 CHF | 2.10 CHF | 137'000 | 137'000 | 136'177 | 136'177 | 286'608 CHF | 287'970 CHF | 100.00% | 100.00% |
02.05.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 136'000 | 136'000 | 135'814 | 135'814 | 287'880 CHF | 289'238 CHF | 100.00% | 100.00% |
30.04.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 135'000 | 135'000 | 134'923 | 134'923 | 288'686 CHF | 290'037 CHF | 100.00% | 100.00% |
29.04.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 135'000 | 135'000 | 135'266 | 135'266 | 288'808 CHF | 290'161 CHF | 100.00% | 100.00% |
26.04.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 136'000 | 136'000 | 136'493 | 136'493 | 286'338 CHF | 287'703 CHF | 99.59% | 99.59% |
25.04.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 136'000 | 136'000 | 135'295 | 135'295 | 288'891 CHF | 290'244 CHF | 100.00% | 100.00% |
24.04.2024 | 0.45% | 2.17 CHF | 2.18 CHF | 134'000 | 134'000 | 133'281 | 133'281 | 293'544 CHF | 294'877 CHF | 99.92% | 99.92% |
23.04.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 132'000 | 132'000 | 132'384 | 132'384 | 295'298 CHF | 296'622 CHF | 100.00% | 100.00% |
22.04.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 133'000 | 133'000 | 133'070 | 133'070 | 293'340 CHF | 294'670 CHF | 100.00% | 100.00% |
19.04.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 134'000 | 134'000 | 135'201 | 135'201 | 289'300 CHF | 290'652 CHF | 99.96% | 99.96% |