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 | 0.48% | 2.08 CHF | 2.09 CHF | 105'000 | 105'000 | 104'355 | 104'355 | 218'285 CHF | 219'328 CHF | 100.00% | 100.00% |
30.04.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 105'000 | 105'000 | 100'967 | 100'967 | 214'227 CHF | 215'237 CHF | 99.85% | 99.85% |
29.04.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 214'965 CHF | 215'965 CHF | 100.00% | 100.00% |
26.04.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 211'884 CHF | 212'884 CHF | 99.59% | 99.59% |
25.04.2024 | 0.46% | 2.12 CHF | 2.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 215'072 CHF | 216'072 CHF | 99.98% | 99.98% |
24.04.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 100'000 | 100'000 | 99'290 | 99'290 | 217'199 CHF | 218'192 CHF | 99.86% | 99.86% |
23.04.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 95'000 | 95'000 | 95'962 | 95'962 | 217'261 CHF | 218'220 CHF | 100.00% | 100.00% |
22.04.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 218'143 CHF | 219'143 CHF | 100.00% | 100.00% |
19.04.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 100'000 | 100'000 | 99'911 | 99'911 | 222'525 CHF | 223'524 CHF | 99.95% | 99.95% |
18.04.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 95'000 | 95'000 | 99'174 | 99'174 | 222'063 CHF | 223'055 CHF | 99.99% | 99.99% |