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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.05.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 45'000 | 45'000 | 45'098 | 45'098 | 127'968 CHF | 128'419 CHF | 100.00% | 100.00% |
03.05.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 45'000 | 45'000 | 45'124 | 45'124 | 127'372 CHF | 127'823 CHF | 99.99% | 99.99% |
02.05.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 45'000 | 45'000 | 45'597 | 45'597 | 127'021 CHF | 127'477 CHF | 100.00% | 100.00% |
30.04.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 45'000 | 45'000 | 44'983 | 44'983 | 127'479 CHF | 127'929 CHF | 100.00% | 100.00% |
29.04.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 46'000 | 46'000 | 45'035 | 45'035 | 127'184 CHF | 127'635 CHF | 100.00% | 100.00% |
26.04.2024 | 0.35% | 2.74 CHF | 2.75 CHF | 46'000 | 46'000 | 45'110 | 45'110 | 127'811 CHF | 128'262 CHF | 99.59% | 99.59% |
25.04.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 45'000 | 45'000 | 44'910 | 44'910 | 129'438 CHF | 129'887 CHF | 99.96% | 99.96% |
24.04.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 46'000 | 46'000 | 45'196 | 45'196 | 128'308 CHF | 128'760 CHF | 99.91% | 99.91% |
23.04.2024 | 0.36% | 2.86 CHF | 2.87 CHF | 45'000 | 45'000 | 45'858 | 45'858 | 128'045 CHF | 128'503 CHF | 100.00% | 100.00% |
22.04.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 46'000 | 46'000 | 46'714 | 46'714 | 124'689 CHF | 125'156 CHF | 100.00% | 100.00% |