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 | 3.15% | 0.30 CHF | 0.31 CHF | 548'700 | 548'700 | 269'108 | 269'108 | 83'521 CHF | 86'218 CHF | 97.28% | 97.28% |
06.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 614'300 | 614'300 | 306'057 | 306'057 | 107'992 CHF | 111'058 CHF | 98.41% | 98.41% |
03.05.2024 | 3.24% | 0.29 CHF | 0.30 CHF | 655'700 | 655'700 | 318'297 | 318'297 | 100'207 CHF | 103'397 CHF | 99.94% | 99.94% |
02.05.2024 | 2.99% | 0.30 CHF | 0.31 CHF | 641'400 | 641'400 | 316'314 | 316'314 | 102'710 CHF | 105'880 CHF | 99.99% | 99.99% |
30.04.2024 | 1.99% | 0.37 CHF | 0.38 CHF | 320'900 | 320'900 | 157'696 | 157'696 | 78'259 CHF | 79'839 CHF | 96.81% | 96.81% |
29.04.2024 | 2.06% | 0.59 CHF | 0.60 CHF | 597'300 | 597'300 | 325'615 | 325'615 | 168'478 CHF | 171'739 CHF | 83.98% | 83.98% |
26.04.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 613'600 | 613'600 | 305'926 | 305'926 | 98'616 CHF | 101'687 CHF | 99.50% | 99.50% |
25.04.2024 | 4.28% | 0.28 CHF | 0.29 CHF | 841'500 | 841'500 | 422'606 | 422'606 | 101'762 CHF | 105'998 CHF | 99.84% | 99.84% |
24.04.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 1'489'600 | 1'489'600 | 741'283 | 741'282 | 172'069 CHF | 179'498 CHF | 98.99% | 98.99% |
23.04.2024 | - | 0.13 CHF | - CHF | 1'845'100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |