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 | 2.87% | 0.34 CHF | 0.35 CHF | 421'600 | 421'600 | 422'259 | 422'259 | 144'937 CHF | 149'160 CHF | 98.93% | 98.93% |
07.05.2024 | 3.45% | 0.33 CHF | 0.34 CHF | 441'800 | 441'800 | 444'365 | 444'365 | 127'980 CHF | 132'423 CHF | 99.42% | 99.42% |
06.05.2024 | 3.29% | 0.31 CHF | 0.32 CHF | 470'600 | 470'600 | 470'943 | 470'943 | 140'712 CHF | 145'421 CHF | 100.00% | 100.00% |
03.05.2024 | 3.62% | 0.28 CHF | 0.29 CHF | 524'100 | 524'100 | 523'425 | 523'425 | 142'383 CHF | 147'617 CHF | 99.99% | 99.99% |
02.05.2024 | 3.83% | 0.26 CHF | 0.27 CHF | 508'500 | 508'500 | 510'645 | 510'645 | 130'787 CHF | 135'894 CHF | 98.59% | 98.59% |
30.04.2024 | 3.42% | 0.27 CHF | 0.28 CHF | 472'900 | 472'900 | 470'324 | 470'324 | 135'392 CHF | 140'097 CHF | 99.99% | 99.99% |
29.04.2024 | 3.97% | 0.29 CHF | 0.30 CHF | 472'000 | 472'000 | 442'441 | 442'441 | 130'990 CHF | 135'902 CHF | 100.00% | 100.00% |
26.04.2024 | 3.65% | 0.29 CHF | 0.30 CHF | 544'500 | 544'500 | 543'057 | 543'057 | 146'353 CHF | 151'784 CHF | 99.42% | 99.42% |
25.04.2024 | 3.93% | 0.25 CHF | 0.26 CHF | 532'400 | 532'400 | 527'975 | 527'975 | 131'744 CHF | 137'023 CHF | 99.69% | 99.69% |
24.04.2024 | 3.64% | 0.25 CHF | 0.26 CHF | 517'000 | 517'000 | 507'302 | 507'302 | 136'786 CHF | 141'859 CHF | 99.51% | 99.51% |