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 | 2.56% | 0.39 CHF | 0.40 CHF | 1'107'700 | 1'107'700 | 1'107'640 | 1'107'640 | 427'930 CHF | 439'008 CHF | 99.73% | 99.73% |
13.05.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 1'102'100 | 1'102'100 | 1'102'100 | 1'102'100 | 428'777 CHF | 439'798 CHF | 100.00% | 100.00% |
10.05.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 1'174'700 | 1'174'700 | 1'174'700 | 1'174'700 | 465'169 CHF | 476'916 CHF | 100.00% | 100.00% |
08.05.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 1'305'500 | 1'305'500 | 1'305'330 | 1'305'330 | 448'501 CHF | 461'556 CHF | 99.67% | 99.67% |
07.05.2024 | 3.22% | 0.33 CHF | 0.34 CHF | 1'473'000 | 1'473'000 | 1'472'640 | 1'472'640 | 450'120 CHF | 464'850 CHF | 99.68% | 99.68% |
06.05.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 1'595'900 | 1'595'900 | 1'595'900 | 1'595'900 | 444'061 CHF | 460'020 CHF | 100.00% | 100.00% |
03.05.2024 | 2.98% | 0.27 CHF | 0.27 CHF | 1'697'300 | 1'697'300 | 1'697'300 | 1'697'300 | 443'779 CHF | 457'237 CHF | 99.88% | 99.88% |
02.05.2024 | 1.95% | 0.25 CHF | 0.26 CHF | 1'583'000 | 1'583'000 | 1'583'000 | 1'583'000 | 402'213 CHF | 410'128 CHF | 99.58% | 99.58% |
30.04.2024 | 3.41% | 0.26 CHF | 0.27 CHF | 1'386'600 | 1'386'600 | 1'385'860 | 1'385'860 | 399'762 CHF | 413'628 CHF | 100.00% | 100.00% |
29.04.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 1'311'900 | 1'311'900 | 1'311'640 | 1'311'640 | 417'784 CHF | 430'903 CHF | 99.64% | 99.64% |