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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 125'000 | 125'000 | 125'471 | 125'471 | 77'425 CHF | 78'680 CHF | 95.29% | 95.29% |
06.05.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 123'900 | 123'900 | 123'782 | 123'782 | 77'701 CHF | 78'938 CHF | 100.00% | 100.00% |
03.05.2024 | 1.51% | 0.63 CHF | 0.64 CHF | 128'400 | 128'400 | 126'863 | 126'863 | 83'367 CHF | 84'636 CHF | 99.99% | 99.99% |
02.05.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 130'400 | 130'400 | 130'276 | 130'276 | 77'865 CHF | 79'168 CHF | 99.99% | 99.99% |
30.04.2024 | 1.59% | 0.60 CHF | 0.61 CHF | 123'900 | 123'900 | 122'386 | 122'386 | 76'511 CHF | 77'736 CHF | 100.00% | 100.00% |
29.04.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 125'800 | 125'800 | 126'223 | 126'223 | 78'253 CHF | 79'515 CHF | 100.00% | 100.00% |
26.04.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 128'500 | 128'500 | 129'005 | 129'005 | 80'154 CHF | 81'444 CHF | 98.65% | 98.65% |
25.04.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 132'900 | 132'900 | 133'949 | 133'949 | 77'393 CHF | 78'733 CHF | 100.00% | 100.00% |
24.04.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 129'800 | 129'800 | 129'148 | 129'148 | 76'814 CHF | 78'105 CHF | 99.71% | 99.71% |
23.04.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 128'900 | 128'900 | 129'531 | 129'531 | 77'951 CHF | 79'246 CHF | 100.00% | 100.00% |