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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 832'700 | 832'700 | 832'700 | 832'700 | 833'754 CHF | 842'081 CHF | 100.00% | 100.00% |
10.05.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 857'500 | 857'500 | 857'500 | 857'500 | 869'031 CHF | 877'606 CHF | 100.00% | 100.00% |
08.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 896'400 | 896'400 | 896'285 | 896'285 | 849'778 CHF | 858'742 CHF | 99.67% | 99.67% |
07.05.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 948'600 | 948'600 | 948'355 | 948'355 | 849'073 CHF | 858'559 CHF | 99.69% | 99.69% |
06.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 983'200 | 983'200 | 983'200 | 983'200 | 838'826 CHF | 848'658 CHF | 100.00% | 100.00% |
03.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 1'011'600 | 1'011'600 | 1'011'600 | 1'011'600 | 833'609 CHF | 843'725 CHF | 99.90% | 99.90% |
02.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 979'900 | 979'900 | 979'900 | 979'900 | 792'649 CHF | 802'448 CHF | 99.59% | 99.59% |
30.04.2024 | 1.15% | 0.83 CHF | 0.84 CHF | 922'800 | 922'800 | 922'320 | 922'320 | 800'715 CHF | 809'943 CHF | 100.00% | 100.00% |
29.04.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 899'200 | 899'200 | 899'014 | 899'014 | 819'452 CHF | 828'444 CHF | 99.64% | 99.64% |
26.04.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 965'100 | 965'100 | 964'950 | 964'950 | 863'374 CHF | 873'024 CHF | 99.66% | 99.66% |