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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 166'087 CHF | 166'687 CHF | 100.00% | 100.00% |
08.05.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 162'163 CHF | 162'763 CHF | 100.00% | 100.00% |
07.05.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 160'000 CHF | 160'600 CHF | 99.82% | 99.82% |
06.05.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 153'661 CHF | 154'261 CHF | 99.76% | 99.76% |
03.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 150'299 CHF | 150'899 CHF | 99.63% | 99.63% |
02.05.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 145'743 CHF | 146'343 CHF | 100.00% | 100.00% |
30.04.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 149'249 CHF | 149'849 CHF | 100.00% | 100.00% |
29.04.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 151'422 CHF | 152'022 CHF | 99.68% | 99.68% |
26.04.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 150'674 CHF | 151'274 CHF | 100.00% | 100.00% |
25.04.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 147'193 CHF | 147'793 CHF | 79.48% | 79.48% |