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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.04.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'036'220 CHF | 208'245 CHF | 99.22% | 99.22% |
26.04.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'039'460 CHF | 208'891 CHF | 99.27% | 99.27% |
25.04.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'041'900 CHF | 209'381 CHF | 96.47% | 96.47% |
24.04.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'042'790 CHF | 209'558 CHF | 99.27% | 99.27% |
23.04.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'050'000 CHF | 211'000 CHF | 99.27% | 99.27% |
22.04.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'050'150 CHF | 211'030 CHF | 99.27% | 99.27% |
19.04.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'053'850 CHF | 211'769 CHF | 93.05% | 93.05% |
18.04.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'051'250 CHF | 211'250 CHF | 99.27% | 99.27% |
17.04.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'050'000 CHF | 211'000 CHF | 99.27% | 99.27% |
16.04.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'050'070 CHF | 211'014 CHF | 98.22% | 98.22% |