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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 695'500 | 695'500 | 304'613 | 304'613 | 87'484 CHF | 90'536 CHF | 100.00% | 100.00% |
30.04.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 639'500 | 639'500 | 286'155 | 286'155 | 89'079 CHF | 91'946 CHF | 100.00% | 100.00% |
29.04.2024 | 3.11% | 0.32 CHF | 0.33 CHF | 633'900 | 633'900 | 284'266 | 284'266 | 92'468 CHF | 95'316 CHF | 99.66% | 99.66% |
26.04.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 620'800 | 620'800 | 277'628 | 277'628 | 91'411 CHF | 94'192 CHF | 99.51% | 99.51% |
25.04.2024 | 2.90% | 0.33 CHF | 0.34 CHF | 607'400 | 607'400 | 270'461 | 270'461 | 92'604 CHF | 95'314 CHF | 100.00% | 100.00% |
23.04.2024 | 3.03% | 0.34 CHF | 0.35 CHF | 617'200 | 617'200 | 276'239 | 276'239 | 92'207 CHF | 94'974 CHF | 100.00% | 100.00% |
22.04.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 606'700 | 606'700 | 270'802 | 270'802 | 90'901 CHF | 93'622 CHF | 100.00% | 100.00% |
19.04.2024 | 3.04% | 0.34 CHF | 0.35 CHF | 616'800 | 616'800 | 275'671 | 275'671 | 92'066 CHF | 94'832 CHF | 100.00% | 100.00% |
18.04.2024 | 3.04% | 0.34 CHF | 0.35 CHF | 632'800 | 632'800 | 283'250 | 283'250 | 93'975 CHF | 96'814 CHF | 99.97% | 99.97% |
17.04.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 625'500 | 625'500 | 279'597 | 279'597 | 92'416 CHF | 95'221 CHF | 99.98% | 99.98% |