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 | 0.37% | 2.69 CHF | 2.70 CHF | 45'000 | 45'000 | 45'597 | 45'597 | 122'081 CHF | 122'537 CHF | 100.00% | 100.00% |
30.04.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 45'000 | 45'000 | 44'982 | 44'982 | 122'562 CHF | 123'012 CHF | 100.00% | 100.00% |
29.04.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 46'000 | 46'000 | 45'035 | 45'035 | 122'267 CHF | 122'717 CHF | 100.00% | 100.00% |
26.04.2024 | 0.37% | 2.63 CHF | 2.64 CHF | 46'000 | 46'000 | 45'110 | 45'110 | 122'922 CHF | 123'373 CHF | 99.58% | 99.58% |
25.04.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 45'000 | 45'000 | 44'910 | 44'910 | 124'536 CHF | 124'985 CHF | 99.99% | 99.99% |
24.04.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 46'000 | 46'000 | 45'196 | 45'196 | 123'374 CHF | 123'826 CHF | 99.90% | 99.90% |
23.04.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 45'000 | 45'000 | 45'858 | 45'858 | 123'094 CHF | 123'553 CHF | 100.00% | 100.00% |
22.04.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 46'000 | 46'000 | 46'714 | 46'714 | 119'667 CHF | 120'134 CHF | 100.00% | 100.00% |
19.04.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 47'000 | 47'000 | 47'641 | 47'641 | 115'935 CHF | 116'412 CHF | 99.96% | 99.96% |
18.04.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 47'000 | 47'000 | 47'754 | 47'754 | 116'020 CHF | 116'498 CHF | 99.99% | 99.99% |