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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.04.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 45'000 | 45'000 | 44'981 | 44'981 | 129'643 CHF | 130'093 CHF | 99.99% | 99.99% |
29.04.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 46'000 | 46'000 | 45'035 | 45'035 | 129'362 CHF | 129'813 CHF | 100.00% | 100.00% |
26.04.2024 | 0.35% | 2.78 CHF | 2.79 CHF | 46'000 | 46'000 | 45'110 | 45'110 | 129'987 CHF | 130'438 CHF | 99.59% | 99.59% |
25.04.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 45'000 | 45'000 | 44'910 | 44'910 | 131'599 CHF | 132'048 CHF | 99.99% | 99.99% |
24.04.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 46'000 | 46'000 | 45'196 | 45'196 | 130'495 CHF | 130'947 CHF | 99.91% | 99.91% |
23.04.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 45'000 | 45'000 | 45'858 | 45'858 | 130'283 CHF | 130'742 CHF | 100.00% | 100.00% |
22.04.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 46'000 | 46'000 | 46'714 | 46'714 | 126'953 CHF | 127'420 CHF | 99.99% | 99.99% |
19.04.2024 | 0.39% | 2.64 CHF | 2.65 CHF | 47'000 | 47'000 | 47'641 | 47'641 | 123'359 CHF | 123'836 CHF | 99.93% | 99.93% |
18.04.2024 | 0.39% | 2.64 CHF | 2.65 CHF | 47'000 | 47'000 | 47'754 | 47'754 | 123'484 CHF | 123'962 CHF | 100.00% | 100.00% |
17.04.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 48'000 | 48'000 | 47'928 | 47'928 | 121'880 CHF | 122'360 CHF | 100.00% | 100.00% |