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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 3.62% | 0.27 CHF | 0.28 CHF | 558'000 | 558'000 | 555'690 | 555'690 | 150'649 CHF | 156'206 CHF | 99.71% | 99.71% |
13.05.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 557'100 | 557'100 | 554'805 | 554'805 | 155'403 CHF | 160'951 CHF | 99.83% | 99.83% |
10.05.2024 | 3.53% | 0.27 CHF | 0.28 CHF | 591'200 | 591'200 | 588'764 | 588'764 | 164'039 CHF | 169'926 CHF | 100.00% | 100.00% |
08.05.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 644'400 | 644'400 | 641'662 | 641'662 | 145'601 CHF | 152'018 CHF | 98.93% | 98.93% |
07.05.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 655'400 | 655'400 | 652'665 | 652'665 | 157'762 CHF | 164'288 CHF | 98.85% | 98.85% |
06.05.2024 | 4.17% | 0.24 CHF | 0.25 CHF | 694'300 | 694'300 | 691'437 | 691'437 | 162'285 CHF | 169'199 CHF | 100.00% | 100.00% |
03.05.2024 | 4.22% | 0.23 CHF | 0.24 CHF | 677'800 | 677'800 | 675'005 | 675'005 | 156'439 CHF | 163'189 CHF | 100.00% | 100.00% |
02.05.2024 | 4.42% | 0.23 CHF | 0.24 CHF | 694'900 | 694'900 | 700'794 | 700'794 | 155'092 CHF | 162'100 CHF | 98.56% | 98.56% |
30.04.2024 | 4.41% | 0.22 CHF | 0.23 CHF | 720'100 | 720'100 | 717'666 | 717'666 | 159'160 CHF | 166'339 CHF | 100.00% | 100.00% |
29.04.2024 | 4.74% | 0.21 CHF | 0.22 CHF | 761'500 | 761'500 | 758'221 | 758'221 | 156'141 CHF | 163'725 CHF | 100.00% | 100.00% |