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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 2.97% | 0.31 CHF | 0.32 CHF | 980'000 | 980'000 | 468'433 | 468'433 | 157'875 CHF | 162'580 CHF | 100.00% | 100.00% |
08.05.2024 | 2.69% | 0.38 CHF | 0.39 CHF | 950'000 | 950'000 | 463'526 | 463'526 | 173'845 CHF | 178'504 CHF | 96.51% | 96.51% |
07.05.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 870'000 | 870'000 | 426'112 | 426'112 | 188'653 CHF | 192'936 CHF | 97.41% | 97.41% |
06.05.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 900'000 | 900'000 | 443'954 | 443'954 | 209'201 CHF | 213'658 CHF | 98.41% | 98.41% |
03.05.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 930'000 | 930'000 | 449'085 | 449'085 | 201'040 CHF | 205'551 CHF | 99.98% | 99.98% |
02.05.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 910'000 | 910'000 | 444'801 | 444'801 | 205'777 CHF | 210'245 CHF | 100.00% | 100.00% |
30.04.2024 | 1.80% | 0.50 CHF | 0.51 CHF | 760'000 | 760'000 | 366'970 | 366'970 | 207'501 CHF | 211'226 CHF | 96.82% | 96.82% |
29.04.2024 | 3.52% | 0.59 CHF | 0.60 CHF | 860'000 | 860'000 | 395'904 | 395'904 | 202'144 CHF | 207'296 CHF | 82.55% | 82.55% |
26.04.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 960'000 | 960'000 | 477'257 | 477'257 | 172'073 CHF | 176'875 CHF | 99.50% | 99.50% |
25.04.2024 | 3.46% | 0.33 CHF | 0.34 CHF | 990'000 | 990'000 | 491'760 | 491'760 | 147'609 CHF | 152'550 CHF | 99.86% | 99.86% |