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 | 0.35% | 2.84 CHF | 2.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 854'300 CHF | 285'766 CHF | 99.21% | 99.21% |
07.05.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 862'214 CHF | 288'405 CHF | 99.24% | 99.24% |
06.05.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 839'548 CHF | 280'849 CHF | 99.28% | 99.28% |
03.05.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 810'676 CHF | 271'225 CHF | 99.18% | 99.18% |
02.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 795'860 CHF | 266'287 CHF | 99.20% | 99.20% |
30.04.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 841'296 CHF | 281'432 CHF | 99.25% | 99.25% |
29.04.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 866'131 CHF | 289'710 CHF | 99.23% | 99.23% |
26.04.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 869'258 CHF | 290'753 CHF | 99.21% | 99.21% |
25.04.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 824'385 CHF | 275'795 CHF | 99.17% | 99.17% |
24.04.2024 | 0.35% | 2.76 CHF | 2.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 862'500 CHF | 288'500 CHF | 99.23% | 99.23% |