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 | 0.35% | 2.95 CHF | 2.96 CHF | 238'000 | 238'000 | 131'487 | 131'487 | 385'293 CHF | 386'610 CHF | 100.00% | 100.00% |
30.04.2024 | 0.34% | 3.04 CHF | 3.05 CHF | 235'000 | 235'000 | 130'287 | 130'287 | 394'854 CHF | 396'160 CHF | 99.68% | 99.68% |
29.04.2024 | 0.34% | 3.04 CHF | 3.05 CHF | 235'000 | 235'000 | 130'890 | 130'890 | 393'800 CHF | 395'111 CHF | 99.69% | 99.69% |
26.04.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 240'000 | 240'000 | 133'178 | 133'178 | 385'877 CHF | 387'212 CHF | 99.51% | 99.51% |
25.04.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 243'000 | 243'000 | 133'841 | 133'841 | 381'590 CHF | 382'932 CHF | 99.88% | 99.88% |
24.04.2024 | 0.37% | 2.81 CHF | 2.82 CHF | 245'000 | 245'000 | 135'320 | 135'320 | 377'650 CHF | 379'006 CHF | 99.81% | 99.81% |
23.04.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 248'000 | 248'000 | 137'181 | 137'181 | 374'022 CHF | 375'396 CHF | 99.60% | 99.60% |
22.04.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 250'000 | 250'000 | 136'758 | 136'758 | 372'822 CHF | 374'193 CHF | 99.83% | 99.83% |
19.04.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 250'000 | 250'000 | 136'882 | 136'882 | 375'142 CHF | 376'515 CHF | 99.99% | 99.99% |
18.04.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 245'000 | 245'000 | 135'178 | 135'178 | 380'374 CHF | 381'729 CHF | 99.99% | 99.99% |