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 | 3.68% | 0.26 CHF | 0.27 CHF | 294'500 | 294'500 | 297'700 | 297'700 | 79'423 CHF | 82'400 CHF | 99.69% | 99.69% |
13.05.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 294'700 | 294'700 | 294'513 | 294'513 | 76'577 CHF | 79'522 CHF | 100.00% | 100.00% |
10.05.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 273'900 | 273'900 | 273'667 | 273'667 | 71'245 CHF | 73'982 CHF | 100.00% | 100.00% |
08.05.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 277'100 | 277'100 | 276'826 | 276'826 | 77'127 CHF | 79'895 CHF | 99.09% | 99.09% |
07.05.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 261'900 | 261'900 | 262'098 | 262'098 | 73'191 CHF | 75'812 CHF | 99.70% | 99.70% |
06.05.2024 | 3.37% | 0.29 CHF | 0.30 CHF | 245'700 | 245'700 | 245'704 | 245'704 | 71'700 CHF | 74'157 CHF | 100.00% | 100.00% |
03.05.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 231'300 | 231'300 | 231'488 | 231'488 | 72'322 CHF | 74'637 CHF | 99.99% | 99.99% |
02.05.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 247'600 | 247'600 | 246'336 | 246'336 | 79'357 CHF | 81'821 CHF | 100.00% | 100.00% |
30.04.2024 | 3.16% | 0.32 CHF | 0.33 CHF | 249'500 | 249'500 | 248'417 | 248'417 | 77'575 CHF | 80'060 CHF | 100.00% | 100.00% |
29.04.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 238'200 | 238'200 | 237'711 | 237'711 | 73'806 CHF | 76'183 CHF | 100.00% | 100.00% |