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 | 0.47% | 2.09 CHF | 2.10 CHF | 360'000 | 360'000 | 358'246 | 358'246 | 759'894 CHF | 763'479 CHF | 99.89% | 99.89% |
06.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 772'014 CHF | 775'637 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 370'000 | 370'000 | 364'923 | 364'923 | 780'240 CHF | 783'889 CHF | 99.87% | 99.87% |
02.05.2024 | 0.48% | 2.13 CHF | 2.14 CHF | 360'000 | 360'000 | 358'494 | 358'494 | 752'833 CHF | 756'418 CHF | 98.61% | 98.61% |
30.04.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 370'000 | 370'000 | 368'275 | 368'275 | 809'230 CHF | 812'915 CHF | 100.00% | 100.00% |
29.04.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 370'000 | 370'000 | 368'567 | 368'567 | 810'567 CHF | 814'253 CHF | 100.00% | 100.00% |
26.04.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 370'000 | 370'000 | 369'002 | 369'002 | 819'569 CHF | 823'259 CHF | 99.43% | 99.43% |
25.04.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 380'000 | 380'000 | 374'396 | 374'396 | 839'991 CHF | 843'735 CHF | 99.70% | 99.70% |
24.04.2024 | 0.45% | 2.27 CHF | 2.28 CHF | 380'000 | 380'000 | 378'260 | 378'260 | 848'190 CHF | 851'973 CHF | 99.55% | 99.55% |
23.04.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 380'000 | 380'000 | 377'335 | 377'335 | 839'692 CHF | 843'465 CHF | 100.00% | 100.00% |