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% | 2.15 CHF | 2.16 CHF | 300'000 | 300'000 | 299'797 | 299'797 | 607'822 CHF | 610'822 CHF | 96.15% | 96.15% |
06.05.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 535'822 CHF | 538'822 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 491'569 CHF | 494'569 CHF | 99.88% | 99.88% |
02.05.2024 | 0.62% | 1.51 CHF | 1.52 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 480'471 CHF | 483'471 CHF | 99.56% | 99.56% |
30.04.2024 | 0.58% | 1.65 CHF | 1.66 CHF | 300'000 | 300'000 | 299'785 | 299'785 | 515'689 CHF | 518'689 CHF | 100.00% | 100.00% |
29.04.2024 | 0.54% | 1.76 CHF | 1.77 CHF | 300'000 | 300'000 | 299'947 | 300'000 | 549'202 CHF | 552'298 CHF | 99.61% | 99.61% |
26.04.2024 | 0.57% | 1.81 CHF | 1.82 CHF | 300'000 | 300'000 | 300'000 | 299'984 | 522'339 CHF | 525'310 CHF | 98.84% | 98.84% |
25.04.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 497'435 CHF | 500'435 CHF | 100.00% | 100.00% |
24.04.2024 | 0.51% | 1.86 CHF | 1.87 CHF | 300'000 | 300'000 | 300'000 | 299'996 | 590'398 CHF | 593'390 CHF | 100.00% | 100.00% |
23.04.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 300'000 | 300'000 | 299'939 | 299'939 | 623'536 CHF | 626'536 CHF | 100.00% | 100.00% |