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 | 0.69% | 1.38 CHF | 1.39 CHF | 270'700 | 270'700 | 91'137 | 91'137 | 131'195 CHF | 132'108 CHF | 98.99% | 98.99% |
07.05.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 250'700 | 250'700 | 90'912 | 90'912 | 142'284 CHF | 143'195 CHF | 97.82% | 97.82% |
06.05.2024 | 0.58% | 1.64 CHF | 1.65 CHF | 222'100 | 222'100 | 77'992 | 77'992 | 133'942 CHF | 134'722 CHF | 100.00% | 100.00% |
03.05.2024 | 0.52% | 1.85 CHF | 1.86 CHF | 202'000 | 202'000 | 69'372 | 69'372 | 132'014 CHF | 132'708 CHF | 99.97% | 99.97% |
02.05.2024 | 0.47% | 2.04 CHF | 2.05 CHF | 178'100 | 178'100 | 62'508 | 62'508 | 132'423 CHF | 133'049 CHF | 99.98% | 99.98% |
30.04.2024 | 0.48% | 2.21 CHF | 2.22 CHF | 197'400 | 197'400 | 67'062 | 67'062 | 143'197 CHF | 143'869 CHF | 99.99% | 99.99% |
29.04.2024 | 0.49% | 2.11 CHF | 2.12 CHF | 200'800 | 200'800 | 67'994 | 67'994 | 143'582 CHF | 144'263 CHF | 99.55% | 99.55% |
26.04.2024 | 0.50% | 2.15 CHF | 2.16 CHF | 207'300 | 207'300 | 70'204 | 70'204 | 147'028 CHF | 147'731 CHF | 99.38% | 99.38% |
25.04.2024 | 0.46% | 2.11 CHF | 2.12 CHF | 183'400 | 183'400 | 64'909 | 64'909 | 141'779 CHF | 142'429 CHF | 99.97% | 99.97% |
24.04.2024 | 0.53% | 2.15 CHF | 2.16 CHF | 228'500 | 228'500 | 74'754 | 74'754 | 150'144 CHF | 150'893 CHF | 99.70% | 99.70% |