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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 266'500 | 266'500 | 266'038 | 266'038 | 467'243 CHF | 469'903 CHF | 99.29% | 99.29% |
07.05.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 265'600 | 265'600 | 276'094 | 276'094 | 487'986 CHF | 490'748 CHF | 100.00% | 100.00% |
06.05.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 287'300 | 287'300 | 287'300 | 287'297 | 498'277 CHF | 501'144 CHF | 100.00% | 100.00% |
03.05.2024 | 0.63% | 1.54 CHF | 1.55 CHF | 287'300 | 287'300 | 291'481 | 291'481 | 459'115 CHF | 462'030 CHF | 98.75% | 98.75% |
02.05.2024 | 0.64% | 1.61 CHF | 1.62 CHF | 295'800 | 295'800 | 291'726 | 291'726 | 454'878 CHF | 457'795 CHF | 99.99% | 99.99% |
30.04.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 281'500 | 281'500 | 269'640 | 269'640 | 435'448 CHF | 438'145 CHF | 100.00% | 100.00% |
29.04.2024 | 0.55% | 1.77 CHF | 1.78 CHF | 258'400 | 258'400 | 254'795 | 254'797 | 460'056 CHF | 462'608 CHF | 99.99% | 99.99% |
26.04.2024 | 0.53% | 1.79 CHF | 1.80 CHF | 251'100 | 251'100 | 254'548 | 254'548 | 479'634 CHF | 482'179 CHF | 99.53% | 99.53% |
25.04.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 258'000 | 258'000 | 261'371 | 261'371 | 478'638 CHF | 481'252 CHF | 99.91% | 99.91% |
24.04.2024 | 0.56% | 1.82 CHF | 1.83 CHF | 264'800 | 264'800 | 267'584 | 267'584 | 478'423 CHF | 481'100 CHF | 100.00% | 100.00% |