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 | 0.45% | 2.24 CHF | 2.25 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 290'960 CHF | 292'260 CHF | 100.00% | 100.00% |
06.05.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 284'359 CHF | 285'659 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 1.89 CHF | 1.90 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 253'095 CHF | 254'395 CHF | 98.72% | 98.72% |
02.05.2024 | 0.52% | 2.00 CHF | 2.01 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 247'593 CHF | 248'893 CHF | 100.00% | 100.00% |
30.04.2024 | 0.50% | 1.95 CHF | 1.96 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 260'265 CHF | 261'565 CHF | 99.98% | 99.98% |
29.04.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 130'000 | 130'000 | 129'971 | 129'971 | 296'463 CHF | 297'763 CHF | 100.00% | 100.00% |
26.04.2024 | 0.41% | 2.28 CHF | 2.29 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 312'968 CHF | 314'268 CHF | 99.53% | 99.53% |
25.04.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 301'635 CHF | 302'935 CHF | 99.87% | 99.87% |
24.04.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 130'000 | 130'000 | 129'966 | 129'966 | 295'303 CHF | 296'603 CHF | 100.00% | 100.00% |
23.04.2024 | 0.46% | 2.25 CHF | 2.26 CHF | 130'000 | 130'000 | 129'928 | 129'928 | 282'964 CHF | 284'264 CHF | 100.00% | 100.00% |