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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 277'000 | 277'000 | 276'985 | 276'985 | 436'169 CHF | 438'939 CHF | 99.73% | 99.73% |
13.05.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 275'600 | 275'600 | 275'600 | 275'600 | 436'440 CHF | 439'196 CHF | 100.00% | 100.00% |
10.05.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 293'700 | 293'700 | 293'700 | 293'700 | 474'119 CHF | 477'056 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 326'400 | 326'400 | 326'358 | 326'358 | 457'306 CHF | 460'570 CHF | 99.67% | 99.67% |
07.05.2024 | 0.80% | 1.33 CHF | 1.34 CHF | 368'300 | 368'300 | 368'205 | 368'205 | 461'755 CHF | 465'438 CHF | 99.68% | 99.68% |
06.05.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 399'000 | 399'000 | 399'000 | 399'000 | 455'723 CHF | 459'713 CHF | 100.00% | 100.00% |
03.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 424'400 | 424'400 | 424'400 | 424'400 | 453'570 CHF | 457'814 CHF | 99.90% | 99.90% |
02.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 395'800 | 395'800 | 395'800 | 395'800 | 406'444 CHF | 410'402 CHF | 99.55% | 99.55% |
30.04.2024 | 0.84% | 1.07 CHF | 1.08 CHF | 346'700 | 346'700 | 346'513 | 346'513 | 409'923 CHF | 413'390 CHF | 100.00% | 100.00% |
29.04.2024 | 0.77% | 1.25 CHF | 1.26 CHF | 328'000 | 328'000 | 327'934 | 327'934 | 426'907 CHF | 430'187 CHF | 99.60% | 99.60% |