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 | 0.79% | 1.27 CHF | 1.28 CHF | 470'800 | 470'800 | 448'254 | 448'254 | 565'784 CHF | 570'266 CHF | 99.99% | 99.99% |
30.04.2024 | 0.75% | 1.25 CHF | 1.26 CHF | 436'400 | 436'400 | 395'876 | 395'876 | 526'815 CHF | 530'776 CHF | 99.77% | 99.77% |
29.04.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 390'600 | 390'600 | 376'157 | 376'157 | 563'576 CHF | 567'338 CHF | 99.99% | 99.99% |
26.04.2024 | 0.64% | 1.49 CHF | 1.50 CHF | 374'400 | 374'400 | 405'075 | 405'075 | 630'345 CHF | 634'395 CHF | 99.18% | 99.18% |
25.04.2024 | 0.69% | 1.50 CHF | 1.51 CHF | 409'000 | 409'000 | 406'247 | 406'247 | 587'914 CHF | 591'976 CHF | 99.58% | 99.58% |
23.04.2024 | 0.75% | 1.41 CHF | 1.42 CHF | 392'400 | 392'400 | 383'106 | 383'106 | 509'493 CHF | 513'325 CHF | 99.34% | 99.34% |
22.04.2024 | 0.62% | 1.52 CHF | 1.53 CHF | 381'900 | 381'900 | 322'241 | 322'241 | 523'062 CHF | 526'285 CHF | 100.00% | 100.00% |
19.04.2024 | 0.53% | 1.98 CHF | 1.99 CHF | 314'400 | 314'400 | 310'774 | 310'774 | 586'782 CHF | 589'890 CHF | 100.00% | 100.00% |
18.04.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 310'300 | 310'300 | 301'952 | 301'952 | 566'599 CHF | 569'618 CHF | 99.77% | 99.77% |
17.04.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 300'900 | 300'900 | 321'317 | 321'317 | 624'257 CHF | 627'476 CHF | 99.98% | 99.98% |