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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 733'235 CHF | 245'412 CHF | 99.24% | 99.24% |
06.05.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 710'873 CHF | 237'958 CHF | 99.28% | 99.28% |
03.05.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 681'990 CHF | 228'330 CHF | 99.18% | 99.18% |
02.05.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 667'017 CHF | 223'339 CHF | 99.20% | 99.20% |
30.04.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 712'316 CHF | 238'439 CHF | 99.25% | 99.25% |
29.04.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 737'268 CHF | 246'756 CHF | 99.23% | 99.23% |
26.04.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 740'325 CHF | 247'775 CHF | 99.20% | 99.20% |
25.04.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 695'395 CHF | 232'798 CHF | 99.17% | 99.17% |
24.04.2024 | 0.41% | 2.33 CHF | 2.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 733'833 CHF | 245'611 CHF | 99.24% | 99.24% |
23.04.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 680'314 CHF | 227'771 CHF | 99.21% | 99.21% |