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 | 0.38% | 2.72 CHF | 2.73 CHF | 238'000 | 238'000 | 131'466 | 131'466 | 353'933 CHF | 355'250 CHF | 99.98% | 99.98% |
30.04.2024 | 0.37% | 2.80 CHF | 2.81 CHF | 235'000 | 235'000 | 130'289 | 130'289 | 363'861 CHF | 365'167 CHF | 99.68% | 99.68% |
29.04.2024 | 0.37% | 2.80 CHF | 2.81 CHF | 235'000 | 235'000 | 130'878 | 130'878 | 362'628 CHF | 363'940 CHF | 99.68% | 99.68% |
26.04.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 240'000 | 240'000 | 133'166 | 133'166 | 354'118 CHF | 355'453 CHF | 99.50% | 99.50% |
25.04.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 243'000 | 243'000 | 133'838 | 133'838 | 349'689 CHF | 351'031 CHF | 99.91% | 99.91% |
24.04.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 245'000 | 245'000 | 135'317 | 135'317 | 345'402 CHF | 346'758 CHF | 99.80% | 99.80% |
23.04.2024 | 0.41% | 2.52 CHF | 2.53 CHF | 248'000 | 248'000 | 137'181 | 137'181 | 341'577 CHF | 342'952 CHF | 99.60% | 99.60% |
22.04.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 250'000 | 250'000 | 136'760 | 136'760 | 340'378 CHF | 341'749 CHF | 99.83% | 99.83% |
19.04.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 250'000 | 250'000 | 136'882 | 136'882 | 342'806 CHF | 344'179 CHF | 99.99% | 99.99% |
18.04.2024 | 0.40% | 2.58 CHF | 2.59 CHF | 245'000 | 245'000 | 135'188 | 135'188 | 348'356 CHF | 349'710 CHF | 99.97% | 99.97% |