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 | 0.49% | 1.99 CHF | 2.00 CHF | 360'000 | 360'000 | 358'228 | 358'228 | 724'768 CHF | 728'353 CHF | 99.89% | 99.89% |
06.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 736'603 CHF | 740'226 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 370'000 | 370'000 | 364'926 | 364'926 | 744'635 CHF | 748'284 CHF | 99.87% | 99.87% |
02.05.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 360'000 | 360'000 | 358'493 | 358'493 | 717'778 CHF | 721'363 CHF | 98.60% | 98.60% |
30.04.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 370'000 | 370'000 | 368'276 | 368'276 | 773'516 CHF | 777'201 CHF | 100.00% | 100.00% |
29.04.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 370'000 | 370'000 | 368'562 | 368'562 | 774'576 CHF | 778'262 CHF | 100.00% | 100.00% |
26.04.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 370'000 | 370'000 | 369'003 | 369'003 | 783'364 CHF | 787'054 CHF | 99.43% | 99.43% |
25.04.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 380'000 | 380'000 | 374'397 | 374'397 | 802'908 CHF | 806'652 CHF | 99.70% | 99.70% |
24.04.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 380'000 | 380'000 | 378'260 | 378'260 | 810'829 CHF | 814'612 CHF | 99.55% | 99.55% |
23.04.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 380'000 | 380'000 | 377'335 | 377'335 | 802'683 CHF | 806'456 CHF | 99.99% | 99.99% |