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 | 0.52% | 1.90 CHF | 1.91 CHF | 360'000 | 360'000 | 358'221 | 358'221 | 689'781 CHF | 693'366 CHF | 99.88% | 99.88% |
06.05.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 701'088 CHF | 704'710 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 370'000 | 370'000 | 364'925 | 364'925 | 709'144 CHF | 712'793 CHF | 99.91% | 99.91% |
02.05.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 360'000 | 360'000 | 358'493 | 358'493 | 682'718 CHF | 686'303 CHF | 98.54% | 98.54% |
30.04.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 370'000 | 370'000 | 368'279 | 368'279 | 737'065 CHF | 740'750 CHF | 100.00% | 100.00% |
29.04.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 370'000 | 370'000 | 368'560 | 368'560 | 738'266 CHF | 741'952 CHF | 100.00% | 100.00% |
26.04.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 370'000 | 370'000 | 369'002 | 369'002 | 746'863 CHF | 750'553 CHF | 99.43% | 99.43% |
25.04.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 380'000 | 380'000 | 374'397 | 374'397 | 766'206 CHF | 769'950 CHF | 99.70% | 99.70% |
24.04.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 380'000 | 380'000 | 378'256 | 378'256 | 773'821 CHF | 777'604 CHF | 99.55% | 99.55% |
23.04.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 380'000 | 380'000 | 377'335 | 377'335 | 765'774 CHF | 769'548 CHF | 100.00% | 100.00% |