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 | 4.63% | 0.22 CHF | 0.23 CHF | 607'700 | 607'700 | 605'912 | 605'912 | 127'795 CHF | 133'854 CHF | 97.65% | 97.65% |
06.05.2024 | 4.76% | 0.21 CHF | 0.22 CHF | 639'900 | 639'900 | 634'209 | 634'209 | 130'041 CHF | 136'383 CHF | 100.00% | 100.00% |
03.05.2024 | 5.01% | 0.20 CHF | 0.21 CHF | 666'900 | 666'900 | 660'956 | 660'956 | 128'621 CHF | 135'231 CHF | 100.00% | 100.00% |
02.05.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 665'500 | 665'500 | 662'175 | 662'175 | 126'135 CHF | 132'756 CHF | 100.00% | 100.00% |
30.04.2024 | 4.98% | 0.19 CHF | 0.20 CHF | 556'900 | 556'900 | 549'873 | 549'873 | 107'890 CHF | 113'392 CHF | 100.00% | 100.00% |
29.04.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 534'400 | 534'400 | 535'995 | 535'995 | 126'516 CHF | 131'877 CHF | 100.00% | 100.00% |
26.04.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 567'000 | 567'000 | 564'550 | 564'550 | 129'961 CHF | 135'606 CHF | 99.61% | 99.61% |
25.04.2024 | 4.45% | 0.22 CHF | 0.23 CHF | 556'100 | 556'100 | 549'666 | 549'666 | 120'846 CHF | 126'342 CHF | 100.00% | 100.00% |
23.04.2024 | 4.36% | 0.23 CHF | 0.24 CHF | 544'000 | 544'000 | 547'428 | 547'428 | 123'000 CHF | 128'475 CHF | 100.00% | 100.00% |
22.04.2024 | 4.33% | 0.23 CHF | 0.24 CHF | 544'500 | 544'500 | 547'121 | 547'121 | 123'617 CHF | 129'090 CHF | 100.00% | 100.00% |