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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 94'088 CHF | 94'488 CHF | 99.75% | 99.75% |
06.05.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 94'408 CHF | 94'808 CHF | 99.51% | 99.51% |
03.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 94'859 CHF | 95'259 CHF | 99.72% | 99.72% |
02.05.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 92'483 CHF | 92'883 CHF | 100.00% | 100.00% |
30.04.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 87'790 CHF | 88'190 CHF | 100.00% | 100.00% |
29.04.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 73'151 CHF | 73'551 CHF | 99.84% | 99.84% |
26.04.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 75'801 CHF | 76'201 CHF | 99.98% | 99.98% |
25.04.2024 | 0.53% | 1.96 CHF | 1.97 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 75'446 CHF | 75'846 CHF | 84.34% | 84.34% |
24.04.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 74'289 CHF | 74'689 CHF | 100.00% | 100.00% |
23.04.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 75'873 CHF | 76'273 CHF | 100.00% | 100.00% |