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 | 0.45% | 2.20 CHF | 2.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 660'996 CHF | 221'332 CHF | 99.21% | 99.21% |
07.05.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 668'838 CHF | 223'946 CHF | 99.24% | 99.24% |
06.05.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 646'726 CHF | 216'575 CHF | 99.28% | 99.28% |
03.05.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 617'948 CHF | 206'983 CHF | 99.17% | 99.17% |
02.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 602'746 CHF | 201'915 CHF | 99.20% | 99.20% |
30.04.2024 | 0.46% | 2.12 CHF | 2.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 648'070 CHF | 217'023 CHF | 99.25% | 99.25% |
29.04.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 673'268 CHF | 225'423 CHF | 99.23% | 99.23% |
26.04.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 676'000 CHF | 226'333 CHF | 99.20% | 99.20% |
25.04.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 631'022 CHF | 211'341 CHF | 99.18% | 99.18% |
24.04.2024 | 0.45% | 2.12 CHF | 2.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 669'609 CHF | 224'203 CHF | 99.24% | 99.24% |