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 | 2.95% | 0.34 CHF | 0.35 CHF | 269'500 | 269'500 | 268'514 | 268'514 | 89'724 CHF | 92'409 CHF | 100.00% | 100.00% |
30.04.2024 | 2.78% | 0.33 CHF | 0.34 CHF | 238'700 | 238'700 | 234'833 | 234'833 | 83'578 CHF | 85'927 CHF | 99.99% | 99.99% |
29.04.2024 | 2.49% | 0.38 CHF | 0.39 CHF | 228'800 | 228'800 | 228'816 | 228'816 | 90'671 CHF | 92'959 CHF | 99.99% | 99.99% |
26.04.2024 | 2.64% | 0.39 CHF | 0.40 CHF | 248'100 | 248'100 | 250'659 | 250'659 | 93'629 CHF | 96'135 CHF | 98.65% | 98.65% |
25.04.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 229'300 | 229'300 | 229'995 | 229'995 | 80'825 CHF | 83'125 CHF | 99.99% | 99.99% |
23.04.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 250'100 | 250'100 | 253'432 | 253'432 | 94'471 CHF | 97'005 CHF | 100.00% | 100.00% |
22.04.2024 | 2.96% | 0.35 CHF | 0.36 CHF | 252'800 | 252'800 | 256'675 | 256'675 | 85'599 CHF | 88'166 CHF | 100.00% | 100.00% |
19.04.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 252'000 | 252'000 | 251'958 | 251'958 | 84'628 CHF | 87'148 CHF | 100.00% | 100.00% |
18.04.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 244'000 | 244'000 | 245'881 | 245'881 | 85'613 CHF | 88'072 CHF | 100.00% | 100.00% |
17.04.2024 | 2.63% | 0.36 CHF | 0.37 CHF | 245'100 | 245'100 | 243'203 | 243'203 | 91'632 CHF | 94'068 CHF | 100.00% | 100.00% |