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 | 0.34% | 2.99 CHF | 3.00 CHF | 45'000 | 45'000 | 45'598 | 45'598 | 135'742 CHF | 136'198 CHF | 100.00% | 100.00% |
30.04.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 45'000 | 45'000 | 44'980 | 44'980 | 136'049 CHF | 136'499 CHF | 99.99% | 99.99% |
29.04.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 46'000 | 46'000 | 45'035 | 45'035 | 135'760 CHF | 136'210 CHF | 100.00% | 100.00% |
26.04.2024 | 0.33% | 2.93 CHF | 2.94 CHF | 46'000 | 46'000 | 45'110 | 45'110 | 136'411 CHF | 136'862 CHF | 99.57% | 99.57% |
25.04.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 45'000 | 45'000 | 44'910 | 44'910 | 138'012 CHF | 138'461 CHF | 99.99% | 99.99% |
24.04.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 46'000 | 46'000 | 45'196 | 45'196 | 136'913 CHF | 137'365 CHF | 99.89% | 99.89% |
23.04.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 45'000 | 45'000 | 45'858 | 45'858 | 136'743 CHF | 137'202 CHF | 100.00% | 100.00% |
22.04.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 46'000 | 46'000 | 46'714 | 46'714 | 133'527 CHF | 133'995 CHF | 99.99% | 99.99% |
19.04.2024 | 0.37% | 2.78 CHF | 2.79 CHF | 47'000 | 47'000 | 47'641 | 47'641 | 130'116 CHF | 130'592 CHF | 99.90% | 99.90% |
18.04.2024 | 0.37% | 2.78 CHF | 2.79 CHF | 47'000 | 47'000 | 47'754 | 47'754 | 130'230 CHF | 130'708 CHF | 100.00% | 100.00% |