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 | 0.40% | 2.47 CHF | 2.48 CHF | 250'000 | 250'000 | 249'841 | 249'841 | 616'908 CHF | 619'408 CHF | 100.00% | 100.00% |
06.05.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 627'490 CHF | 629'990 CHF | 100.00% | 100.00% |
03.05.2024 | 0.43% | 2.27 CHF | 2.28 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 580'467 CHF | 582'967 CHF | 98.18% | 98.18% |
02.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 590'410 CHF | 592'910 CHF | 99.97% | 99.97% |
30.04.2024 | 0.40% | 2.35 CHF | 2.36 CHF | 250'000 | 250'000 | 249'798 | 249'798 | 617'241 CHF | 619'741 CHF | 99.77% | 99.77% |
29.04.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 250'000 | 250'000 | 249'962 | 249'962 | 677'626 CHF | 680'126 CHF | 100.00% | 100.00% |
26.04.2024 | 0.36% | 2.70 CHF | 2.71 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 699'057 CHF | 701'557 CHF | 99.31% | 99.31% |
25.04.2024 | 0.38% | 2.71 CHF | 2.72 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 658'785 CHF | 661'285 CHF | 99.58% | 99.58% |
24.04.2024 | 0.39% | 2.69 CHF | 2.70 CHF | 250'000 | 250'000 | 249'910 | 249'910 | 643'725 CHF | 646'225 CHF | 100.00% | 100.00% |
23.04.2024 | 0.40% | 2.58 CHF | 2.59 CHF | 250'000 | 250'000 | 249'909 | 249'909 | 617'505 CHF | 620'005 CHF | 99.34% | 99.34% |