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 | 0.40% | 2.51 CHF | 2.52 CHF | 45'000 | 45'000 | 45'598 | 45'598 | 114'219 CHF | 114'675 CHF | 100.00% | 100.00% |
30.04.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 45'000 | 45'000 | 44'980 | 44'980 | 114'816 CHF | 115'266 CHF | 100.00% | 100.00% |
29.04.2024 | 0.39% | 2.51 CHF | 2.52 CHF | 46'000 | 46'000 | 45'035 | 45'035 | 114'534 CHF | 114'985 CHF | 100.00% | 100.00% |
26.04.2024 | 0.39% | 2.46 CHF | 2.47 CHF | 46'000 | 46'000 | 45'110 | 45'110 | 115'161 CHF | 115'612 CHF | 99.58% | 99.58% |
25.04.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 45'000 | 45'000 | 44'910 | 44'910 | 116'781 CHF | 117'230 CHF | 99.99% | 99.99% |
24.04.2024 | 0.39% | 2.51 CHF | 2.52 CHF | 46'000 | 46'000 | 45'196 | 45'196 | 115'616 CHF | 116'068 CHF | 99.91% | 99.91% |
23.04.2024 | 0.40% | 2.58 CHF | 2.59 CHF | 45'000 | 45'000 | 45'858 | 45'858 | 115'245 CHF | 115'704 CHF | 99.99% | 99.99% |
22.04.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 46'000 | 46'000 | 46'714 | 46'714 | 111'685 CHF | 112'152 CHF | 100.00% | 100.00% |
19.04.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 47'000 | 47'000 | 47'642 | 47'642 | 107'864 CHF | 108'340 CHF | 99.96% | 99.96% |
18.04.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 47'000 | 47'000 | 47'753 | 47'753 | 107'870 CHF | 108'347 CHF | 99.97% | 99.97% |