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 | 2.09% | 0.23 CHF | 0.24 CHF | 870'500 | 870'500 | 870'500 | 870'500 | 206'095 CHF | 210'447 CHF | 99.59% | 99.59% |
30.04.2024 | 3.65% | 0.24 CHF | 0.25 CHF | 843'400 | 843'400 | 843'035 | 843'035 | 210'744 CHF | 218'578 CHF | 100.00% | 100.00% |
29.04.2024 | 2.48% | 0.25 CHF | 0.25 CHF | 915'300 | 915'300 | 915'300 | 915'300 | 227'738 CHF | 233'474 CHF | 99.63% | 99.63% |
26.04.2024 | 2.18% | 0.24 CHF | 0.24 CHF | 915'300 | 915'300 | 915'300 | 915'300 | 207'603 CHF | 212'180 CHF | 98.02% | 98.02% |
25.04.2024 | 2.34% | 0.20 CHF | 0.21 CHF | 966'900 | 966'900 | 966'900 | 966'900 | 204'657 CHF | 209'492 CHF | 100.00% | 100.00% |
23.04.2024 | 2.23% | 0.23 CHF | 0.24 CHF | 952'100 | 952'100 | 952'002 | 952'002 | 210'892 CHF | 215'653 CHF | 100.00% | 100.00% |
22.04.2024 | 2.32% | 0.21 CHF | 0.22 CHF | 972'100 | 972'100 | 972'100 | 972'100 | 207'096 CHF | 211'956 CHF | 100.00% | 100.00% |
19.04.2024 | 2.35% | 0.21 CHF | 0.22 CHF | 1'039'000 | 1'039'000 | 1'039'000 | 1'039'000 | 218'225 CHF | 223'420 CHF | 100.00% | 100.00% |
18.04.2024 | 2.38% | 0.25 CHF | 0.26 CHF | 840'400 | 840'400 | 840'400 | 840'400 | 207'151 CHF | 212'153 CHF | 100.00% | 100.00% |
17.04.2024 | 2.98% | 0.24 CHF | 0.25 CHF | 858'500 | 858'500 | 856'842 | 856'842 | 212'838 CHF | 219'286 CHF | 100.00% | 100.00% |