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 | 0.38% | 2.65 CHF | 2.66 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 39'368 CHF | 39'518 CHF | 99.76% | 99.76% |
06.05.2024 | 0.40% | 2.60 CHF | 2.61 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 37'296 CHF | 37'446 CHF | 99.51% | 99.51% |
03.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 35'764 CHF | 35'914 CHF | 99.72% | 99.72% |
02.05.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 35'427 CHF | 35'577 CHF | 100.00% | 100.00% |
30.04.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 35'608 CHF | 35'758 CHF | 100.00% | 100.00% |
29.04.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 36'195 CHF | 36'345 CHF | 99.84% | 99.84% |
26.04.2024 | 0.41% | 2.36 CHF | 2.37 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 36'242 CHF | 36'392 CHF | 100.00% | 100.00% |
25.04.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 37'817 CHF | 37'967 CHF | 84.38% | 84.38% |
24.04.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 38'021 CHF | 38'171 CHF | 100.00% | 100.00% |
23.04.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 37'741 CHF | 37'891 CHF | 100.00% | 100.00% |