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 | 0.42% | 4.81 CHF | 4.82 CHF | 30'000 | 30'000 | 26'749 | 26'749 | 115'928 CHF | 116'408 CHF | 100.00% | 100.00% |
30.04.2024 | 0.43% | 4.09 CHF | 4.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 103'532 CHF | 103'978 CHF | 100.00% | 100.00% |
29.04.2024 | 0.44% | 3.99 CHF | 4.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 97'228 CHF | 97'660 CHF | 100.00% | 100.00% |
26.04.2024 | 0.46% | 4.05 CHF | 4.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 103'545 CHF | 104'022 CHF | 100.00% | 100.00% |
25.04.2024 | 0.42% | 4.26 CHF | 4.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 103'107 CHF | 103'546 CHF | 100.00% | 100.00% |
24.04.2024 | 0.36% | 3.93 CHF | 3.95 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 135'963 CHF | 136'447 CHF | 100.00% | 100.00% |
23.04.2024 | 0.49% | 3.30 CHF | 3.32 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 99'294 CHF | 99'779 CHF | 100.00% | 100.00% |
22.04.2024 | 0.48% | 3.66 CHF | 3.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 93'838 CHF | 94'289 CHF | 100.00% | 100.00% |
19.04.2024 | 0.44% | 4.20 CHF | 4.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 108'505 CHF | 108'983 CHF | 100.00% | 100.00% |
18.04.2024 | 0.44% | 4.35 CHF | 4.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 106'354 CHF | 106'827 CHF | 100.00% | 100.00% |