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 | 0.41% | 2.47 CHF | 2.48 CHF | 150'000 | 150'000 | 149'893 | 149'893 | 369'955 CHF | 371'455 CHF | 100.00% | 100.00% |
06.05.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 360'866 CHF | 362'366 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 2.03 CHF | 2.04 CHF | 150'000 | 150'000 | 150'000 | 149'999 | 315'610 CHF | 317'109 CHF | 98.70% | 98.70% |
02.05.2024 | 0.48% | 2.18 CHF | 2.19 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 310'357 CHF | 311'857 CHF | 99.99% | 99.99% |
30.04.2024 | 0.46% | 2.10 CHF | 2.11 CHF | 150'000 | 150'000 | 149'882 | 149'882 | 326'048 CHF | 327'548 CHF | 99.99% | 99.99% |
29.04.2024 | 0.40% | 2.44 CHF | 2.45 CHF | 150'000 | 150'000 | 149'977 | 149'977 | 375'687 CHF | 377'187 CHF | 99.99% | 99.99% |
26.04.2024 | 0.38% | 2.48 CHF | 2.49 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 396'105 CHF | 397'605 CHF | 99.54% | 99.54% |
25.04.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 382'734 CHF | 384'234 CHF | 99.88% | 99.88% |
24.04.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 150'000 | 150'000 | 149'962 | 149'962 | 371'099 CHF | 372'599 CHF | 99.99% | 99.99% |
23.04.2024 | 0.42% | 2.46 CHF | 2.47 CHF | 150'000 | 150'000 | 149'944 | 149'944 | 354'705 CHF | 356'205 CHF | 99.98% | 99.98% |