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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 0.33% | 4.90 CHF | 4.91 CHF | 100'000 | 100'000 | 99'537 | 99'537 | 480'273 CHF | 481'842 CHF | 100.00% | 100.00% |
30.04.2024 | 0.30% | 4.78 CHF | 4.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 473'065 CHF | 474'483 CHF | 100.00% | 100.00% |
29.04.2024 | 0.32% | 4.71 CHF | 4.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 465'064 CHF | 466'572 CHF | 100.00% | 100.00% |
26.04.2024 | 0.34% | 4.68 CHF | 4.69 CHF | 100'000 | 100'000 | 99'781 | 99'781 | 472'578 CHF | 474'181 CHF | 100.00% | 100.00% |
25.04.2024 | 0.30% | 4.84 CHF | 4.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 481'011 CHF | 482'442 CHF | 100.00% | 100.00% |
24.04.2024 | 0.34% | 4.65 CHF | 4.66 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 570'243 CHF | 572'164 CHF | 100.00% | 100.00% |
23.04.2024 | 0.35% | 4.51 CHF | 4.52 CHF | 100'000 | 100'000 | 99'776 | 99'776 | 446'905 CHF | 448'491 CHF | 100.00% | 100.00% |
22.04.2024 | 0.32% | 4.76 CHF | 4.77 CHF | 100'000 | 100'000 | 99'778 | 99'778 | 478'809 CHF | 480'360 CHF | 100.00% | 100.00% |
19.04.2024 | 0.30% | 4.95 CHF | 4.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 506'873 CHF | 508'396 CHF | 100.00% | 100.00% |
18.04.2024 | 0.31% | 5.05 CHF | 5.06 CHF | 100'000 | 100'000 | 99'756 | 99'756 | 501'858 CHF | 503'430 CHF | 100.00% | 100.00% |