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 | 0.35% | 2.59 CHF | 2.60 CHF | 60'000 | 60'000 | 53'496 | 53'496 | 150'845 CHF | 151'379 CHF | 100.00% | 100.00% |
30.04.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 145'717 CHF | 146'217 CHF | 100.00% | 100.00% |
29.04.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 152'018 CHF | 152'518 CHF | 100.00% | 100.00% |
26.04.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 146'214 CHF | 146'714 CHF | 100.00% | 100.00% |
25.04.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 147'311 CHF | 147'811 CHF | 100.00% | 100.00% |
24.04.2024 | 0.32% | 3.05 CHF | 3.06 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 138'679 CHF | 139'129 CHF | 100.00% | 100.00% |
23.04.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 174'645 CHF | 175'145 CHF | 100.00% | 100.00% |
22.04.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 161'862 CHF | 162'362 CHF | 100.00% | 100.00% |
19.04.2024 | 0.34% | 3.02 CHF | 3.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 147'901 CHF | 148'401 CHF | 100.00% | 100.00% |
18.04.2024 | 0.33% | 2.95 CHF | 2.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 149'946 CHF | 150'446 CHF | 100.00% | 100.00% |