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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.74% | 1.09 CHF | 1.10 CHF | 174'300 | 174'300 | 174'267 | 174'267 | 235'414 CHF | 237'157 CHF | 96.09% | 96.09% |
06.05.2024 | 0.54% | 1.94 CHF | 1.95 CHF | 152'800 | 152'800 | 152'800 | 152'800 | 285'098 CHF | 286'626 CHF | 100.00% | 100.00% |
03.05.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 130'600 | 130'600 | 130'600 | 130'600 | 294'144 CHF | 295'450 CHF | 99.89% | 99.89% |
02.05.2024 | 0.42% | 2.62 CHF | 2.63 CHF | 146'300 | 146'300 | 146'300 | 146'300 | 349'143 CHF | 350'606 CHF | 99.53% | 99.53% |
30.04.2024 | 0.47% | 2.28 CHF | 2.29 CHF | 164'000 | 164'000 | 163'925 | 163'925 | 346'886 CHF | 348'526 CHF | 100.00% | 100.00% |
29.04.2024 | 0.53% | 2.05 CHF | 2.06 CHF | 168'800 | 168'800 | 168'800 | 168'800 | 320'169 CHF | 321'857 CHF | 99.59% | 99.59% |
26.04.2024 | 0.47% | 1.95 CHF | 1.96 CHF | 136'600 | 136'600 | 136'600 | 136'600 | 293'105 CHF | 294'470 CHF | 98.82% | 98.82% |
25.04.2024 | 0.42% | 2.46 CHF | 2.47 CHF | 171'400 | 171'400 | 171'391 | 171'391 | 410'965 CHF | 412'679 CHF | 99.96% | 99.96% |
24.04.2024 | 0.56% | 1.96 CHF | 1.97 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 372'082 CHF | 374'182 CHF | 100.00% | 100.00% |
23.04.2024 | 0.64% | 1.61 CHF | 1.62 CHF | 142'900 | 142'900 | 142'900 | 142'900 | 222'025 CHF | 223'454 CHF | 99.87% | 99.87% |