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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.49% | 2.11 CHF | 2.12 CHF | 220'000 | 220'000 | 103'998 | 103'998 | 215'837 CHF | 216'878 CHF | 98.73% | 98.73% |
07.05.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 210'000 | 210'000 | 103'024 | 103'024 | 205'286 CHF | 206'318 CHF | 99.61% | 99.61% |
06.05.2024 | 0.51% | 2.01 CHF | 2.02 CHF | 210'000 | 210'000 | 102'970 | 102'970 | 205'744 CHF | 206'775 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 220'000 | 220'000 | 97'216 | 97'216 | 197'381 CHF | 198'355 CHF | 99.98% | 99.98% |
02.05.2024 | 0.50% | 2.07 CHF | 2.08 CHF | 220'000 | 220'000 | 103'035 | 103'035 | 212'399 CHF | 213'431 CHF | 100.00% | 100.00% |
30.04.2024 | 0.51% | 2.05 CHF | 2.06 CHF | 210'000 | 210'000 | 102'263 | 102'263 | 205'787 CHF | 206'812 CHF | 99.26% | 99.26% |
29.04.2024 | 0.52% | 1.98 CHF | 1.99 CHF | 210'000 | 210'000 | 102'143 | 102'143 | 200'679 CHF | 201'701 CHF | 99.56% | 99.56% |
26.04.2024 | 0.81% | 1.96 CHF | 1.97 CHF | 210'000 | 210'000 | 71'718 | 71'718 | 140'849 CHF | 141'745 CHF | 99.25% | 99.25% |
25.04.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 190'000 | 190'000 | 92'856 | 92'856 | 156'515 CHF | 157'445 CHF | 99.98% | 99.98% |
24.04.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 190'000 | 190'000 | 93'211 | 93'211 | 156'778 CHF | 157'711 CHF | 99.90% | 99.90% |