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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 481'900 | 481'900 | 471'239 | 471'239 | 75'440 CHF | 80'153 CHF | 100.00% | 100.00% |
08.05.2024 | 5.45% | 0.17 CHF | 0.18 CHF | 404'100 | 404'100 | 394'978 | 394'978 | 70'574 CHF | 74'524 CHF | 99.06% | 99.06% |
07.05.2024 | 5.23% | 0.20 CHF | 0.21 CHF | 409'400 | 409'400 | 414'247 | 414'247 | 77'137 CHF | 81'279 CHF | 97.65% | 97.65% |
06.05.2024 | 5.53% | 0.18 CHF | 0.19 CHF | 435'500 | 435'500 | 437'072 | 437'072 | 76'817 CHF | 81'188 CHF | 100.00% | 100.00% |
03.05.2024 | 5.69% | 0.17 CHF | 0.18 CHF | 452'000 | 452'000 | 449'700 | 449'700 | 76'750 CHF | 81'247 CHF | 99.99% | 99.99% |
02.05.2024 | 6.02% | 0.17 CHF | 0.18 CHF | 459'600 | 459'600 | 462'501 | 462'501 | 74'572 CHF | 79'197 CHF | 100.00% | 100.00% |
30.04.2024 | 5.85% | 0.16 CHF | 0.17 CHF | 456'700 | 456'700 | 454'642 | 454'642 | 75'566 CHF | 80'114 CHF | 100.00% | 100.00% |
29.04.2024 | 5.81% | 0.17 CHF | 0.18 CHF | 477'600 | 477'600 | 475'322 | 475'322 | 79'494 CHF | 84'248 CHF | 100.00% | 100.00% |
26.04.2024 | 6.03% | 0.16 CHF | 0.17 CHF | 477'300 | 477'300 | 475'223 | 475'223 | 76'394 CHF | 81'146 CHF | 99.62% | 99.62% |
25.04.2024 | 6.01% | 0.16 CHF | 0.17 CHF | 450'300 | 450'300 | 448'817 | 448'817 | 72'514 CHF | 77'002 CHF | 100.00% | 100.00% |