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 | 0.44% | 2.77 CHF | 2.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 136'978 CHF | 137'582 CHF | 97.06% | 97.06% |
06.05.2024 | 0.40% | 2.75 CHF | 2.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 135'478 CHF | 136'016 CHF | 100.00% | 100.00% |
03.05.2024 | 0.46% | 2.66 CHF | 2.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'475 CHF | 132'075 CHF | 97.87% | 97.87% |
02.05.2024 | 0.46% | 2.59 CHF | 2.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'966 CHF | 129'563 CHF | 99.14% | 99.14% |
30.04.2024 | 0.45% | 2.55 CHF | 2.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'612 CHF | 133'213 CHF | 99.97% | 99.97% |
29.04.2024 | 0.44% | 2.75 CHF | 2.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 139'294 CHF | 139'912 CHF | 100.00% | 100.00% |
26.04.2024 | 0.42% | 2.77 CHF | 2.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 135'551 CHF | 136'125 CHF | 99.20% | 99.20% |
25.04.2024 | 0.45% | 2.65 CHF | 2.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'584 CHF | 132'180 CHF | 98.87% | 98.87% |
24.04.2024 | 0.44% | 2.76 CHF | 2.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'135 CHF | 138'742 CHF | 100.00% | 100.00% |
23.04.2024 | 0.42% | 2.73 CHF | 2.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 134'959 CHF | 135'527 CHF | 100.00% | 100.00% |