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 | 0.48% | 2.11 CHF | 2.12 CHF | 44'000 | 44'000 | 44'225 | 44'225 | 91'358 CHF | 91'801 CHF | 99.88% | 99.88% |
06.05.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 45'000 | 45'000 | 45'098 | 45'098 | 87'789 CHF | 88'240 CHF | 100.00% | 100.00% |
03.05.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 45'000 | 45'000 | 45'123 | 45'123 | 87'233 CHF | 87'684 CHF | 100.00% | 100.00% |
02.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 45'000 | 45'000 | 45'598 | 45'598 | 86'396 CHF | 86'852 CHF | 100.00% | 100.00% |
30.04.2024 | 0.51% | 1.90 CHF | 1.91 CHF | 45'000 | 45'000 | 44'978 | 44'978 | 87'307 CHF | 87'757 CHF | 100.00% | 100.00% |
29.04.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 46'000 | 46'000 | 45'035 | 45'035 | 87'043 CHF | 87'494 CHF | 100.00% | 100.00% |
26.04.2024 | 0.51% | 1.85 CHF | 1.86 CHF | 46'000 | 46'000 | 45'110 | 45'110 | 87'575 CHF | 88'026 CHF | 99.59% | 99.59% |
25.04.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 45'000 | 45'000 | 44'910 | 44'910 | 89'343 CHF | 89'792 CHF | 99.98% | 99.98% |
24.04.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 46'000 | 46'000 | 45'196 | 45'196 | 88'065 CHF | 88'517 CHF | 99.90% | 99.90% |
23.04.2024 | 0.52% | 1.97 CHF | 1.98 CHF | 45'000 | 45'000 | 45'858 | 45'858 | 87'416 CHF | 87'874 CHF | 100.00% | 100.00% |