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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 571'800 | 571'800 | 249'457 | 249'457 | 131'105 CHF | 133'603 CHF | 98.70% | 98.70% |
07.05.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 531'300 | 531'300 | 235'868 | 235'868 | 126'080 CHF | 128'442 CHF | 96.68% | 96.68% |
06.05.2024 | 1.98% | 0.56 CHF | 0.57 CHF | 600'900 | 600'900 | 269'453 | 269'453 | 141'210 CHF | 143'909 CHF | 99.93% | 99.93% |
03.05.2024 | 2.29% | 0.46 CHF | 0.47 CHF | 711'100 | 711'100 | 316'453 | 316'453 | 142'635 CHF | 145'804 CHF | 98.80% | 98.80% |
02.05.2024 | 2.58% | 0.40 CHF | 0.41 CHF | 819'600 | 819'600 | 368'929 | 368'929 | 144'180 CHF | 147'874 CHF | 99.47% | 99.47% |
30.04.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 626'200 | 626'200 | 276'720 | 276'720 | 133'538 CHF | 136'310 CHF | 99.43% | 99.43% |
29.04.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 628'900 | 628'900 | 271'804 | 271'804 | 129'021 CHF | 131'743 CHF | 98.21% | 98.21% |
26.04.2024 | 2.46% | 0.47 CHF | 0.48 CHF | 774'700 | 774'700 | 354'613 | 354'613 | 150'098 CHF | 153'649 CHF | 98.95% | 98.95% |
25.04.2024 | 3.14% | 0.35 CHF | 0.36 CHF | 936'600 | 936'600 | 422'872 | 422'872 | 139'550 CHF | 143'785 CHF | 97.58% | 97.58% |
23.04.2024 | 2.93% | 0.37 CHF | 0.38 CHF | 920'000 | 920'000 | 416'307 | 416'307 | 145'601 CHF | 149'770 CHF | 100.00% | 100.00% |