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 | 0.44% | 2.43 CHF | 2.44 CHF | 370'300 | 370'300 | 370'266 | 370'266 | 837'932 CHF | 841'635 CHF | 99.99% | 99.99% |
13.05.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 384'200 | 384'200 | 384'200 | 384'200 | 871'542 CHF | 875'384 CHF | 100.00% | 100.00% |
10.05.2024 | 0.45% | 2.09 CHF | 2.10 CHF | 408'000 | 408'000 | 408'000 | 408'000 | 906'773 CHF | 910'853 CHF | 100.00% | 100.00% |
08.05.2024 | 0.52% | 1.99 CHF | 2.00 CHF | 417'400 | 417'400 | 417'358 | 417'358 | 800'210 CHF | 804'384 CHF | 96.64% | 96.64% |
07.05.2024 | 0.51% | 2.14 CHF | 2.15 CHF | 415'300 | 415'300 | 415'233 | 415'233 | 812'792 CHF | 816'945 CHF | 98.36% | 98.36% |
06.05.2024 | 0.60% | 1.76 CHF | 1.77 CHF | 522'500 | 522'500 | 522'500 | 522'500 | 870'173 CHF | 875'398 CHF | 100.00% | 100.00% |
03.05.2024 | 0.77% | 1.43 CHF | 1.44 CHF | 765'500 | 765'500 | 765'500 | 765'500 | 996'303 CHF | 1'003'960 CHF | 99.95% | 99.95% |
02.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 996'800 | 996'800 | 996'800 | 996'800 | 947'685 CHF | 957'653 CHF | 99.58% | 99.58% |
30.04.2024 | 0.56% | 1.51 CHF | 1.52 CHF | 433'000 | 433'000 | 432'867 | 432'867 | 776'511 CHF | 780'841 CHF | 99.98% | 99.98% |
29.04.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 465'500 | 465'500 | 465'408 | 465'408 | 867'908 CHF | 872'563 CHF | 99.61% | 99.61% |