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 | 0.34% | 2.97 CHF | 2.98 CHF | 45'000 | 45'000 | 45'597 | 45'597 | 134'859 CHF | 135'315 CHF | 100.00% | 100.00% |
30.04.2024 | 0.33% | 2.97 CHF | 2.98 CHF | 45'000 | 45'000 | 44'983 | 44'983 | 135'232 CHF | 135'682 CHF | 100.00% | 100.00% |
29.04.2024 | 0.33% | 2.96 CHF | 2.97 CHF | 46'000 | 46'000 | 45'035 | 45'035 | 134'890 CHF | 135'341 CHF | 100.00% | 100.00% |
26.04.2024 | 0.33% | 2.91 CHF | 2.92 CHF | 46'000 | 46'000 | 45'110 | 45'110 | 135'590 CHF | 136'041 CHF | 99.57% | 99.57% |
25.04.2024 | 0.33% | 3.09 CHF | 3.10 CHF | 45'000 | 45'000 | 44'910 | 44'910 | 137'195 CHF | 137'644 CHF | 99.96% | 99.96% |
24.04.2024 | 0.33% | 2.97 CHF | 2.98 CHF | 46'000 | 46'000 | 45'196 | 45'196 | 136'045 CHF | 136'497 CHF | 99.90% | 99.90% |
23.04.2024 | 0.34% | 3.03 CHF | 3.04 CHF | 45'000 | 45'000 | 45'858 | 45'858 | 135'895 CHF | 136'353 CHF | 100.00% | 100.00% |
22.04.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 46'000 | 46'000 | 46'714 | 46'714 | 132'662 CHF | 133'129 CHF | 100.00% | 100.00% |
19.04.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 47'000 | 47'000 | 47'641 | 47'641 | 129'173 CHF | 129'649 CHF | 99.92% | 99.92% |
18.04.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 47'000 | 47'000 | 47'754 | 47'754 | 129'329 CHF | 129'807 CHF | 99.99% | 99.99% |