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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 50'000 | 50'000 | 49'578 | 49'578 | 112'438 CHF | 112'934 CHF | 99.53% | 99.53% |
08.05.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 50'000 | 50'000 | 49'868 | 49'868 | 116'520 CHF | 117'019 CHF | 99.48% | 99.48% |
07.05.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 50'000 | 50'000 | 49'459 | 49'457 | 117'382 CHF | 117'871 CHF | 99.79% | 99.79% |
06.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 50'000 | 50'000 | 49'509 | 49'509 | 122'748 CHF | 123'243 CHF | 98.24% | 98.24% |
03.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 50'000 | 50'000 | 49'738 | 49'738 | 126'393 CHF | 126'891 CHF | 97.53% | 97.53% |
02.05.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 50'000 | 50'000 | 49'735 | 49'735 | 130'142 CHF | 130'639 CHF | 99.03% | 99.03% |
30.04.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 50'000 | 50'000 | 49'727 | 49'727 | 127'351 CHF | 127'848 CHF | 99.27% | 99.27% |
29.04.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 50'000 | 50'000 | 49'406 | 49'406 | 124'808 CHF | 125'303 CHF | 99.45% | 99.45% |
26.04.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 50'000 | 50'000 | 49'834 | 49'834 | 126'695 CHF | 127'193 CHF | 97.94% | 97.94% |
25.04.2024 | 0.39% | 2.64 CHF | 2.65 CHF | 50'000 | 50'000 | 49'402 | 49'402 | 128'261 CHF | 128'756 CHF | 99.31% | 99.31% |