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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 789'334 CHF | 264'111 CHF | 99.21% | 99.21% |
07.05.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 797'250 CHF | 266'750 CHF | 99.24% | 99.24% |
06.05.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 774'874 CHF | 259'291 CHF | 99.28% | 99.28% |
03.05.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 745'968 CHF | 249'656 CHF | 99.18% | 99.18% |
02.05.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 731'047 CHF | 244'682 CHF | 99.20% | 99.20% |
30.04.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 776'412 CHF | 259'804 CHF | 99.25% | 99.25% |
29.04.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 801'210 CHF | 268'070 CHF | 99.23% | 99.23% |
26.04.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 804'330 CHF | 269'110 CHF | 99.20% | 99.20% |
25.04.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 759'379 CHF | 254'126 CHF | 99.18% | 99.18% |
24.04.2024 | 0.38% | 2.55 CHF | 2.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 797'602 CHF | 266'867 CHF | 99.23% | 99.23% |