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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 10.44% | 0.10 CHF | 0.11 CHF | 727'500 | 727'500 | 725'356 | 725'356 | 65'925 CHF | 73'178 CHF | 97.65% | 97.65% |
06.05.2024 | 11.01% | 0.09 CHF | 0.10 CHF | 803'600 | 803'600 | 796'454 | 796'454 | 68'423 CHF | 76'388 CHF | 100.00% | 100.00% |
03.05.2024 | 12.06% | 0.08 CHF | 0.09 CHF | 867'600 | 867'600 | 859'901 | 859'901 | 67'033 CHF | 75'632 CHF | 100.00% | 100.00% |
02.05.2024 | 12.48% | 0.08 CHF | 0.09 CHF | 863'500 | 863'500 | 859'182 | 859'182 | 64'585 CHF | 73'177 CHF | 100.00% | 100.00% |
30.04.2024 | 11.65% | 0.07 CHF | 0.08 CHF | 534'700 | 534'700 | 527'943 | 527'943 | 42'902 CHF | 48'184 CHF | 100.00% | 100.00% |
29.04.2024 | 7.63% | 0.13 CHF | 0.14 CHF | 524'000 | 524'000 | 525'541 | 525'541 | 66'300 CHF | 71'557 CHF | 100.00% | 100.00% |
26.04.2024 | 8.01% | 0.12 CHF | 0.13 CHF | 588'300 | 588'300 | 585'751 | 585'751 | 70'217 CHF | 76'075 CHF | 99.63% | 99.63% |
25.04.2024 | 8.80% | 0.11 CHF | 0.12 CHF | 550'600 | 550'600 | 544'242 | 544'242 | 59'256 CHF | 64'698 CHF | 100.00% | 100.00% |
24.04.2024 | 8.20% | 0.12 CHF | 0.13 CHF | 540'700 | 540'700 | 538'466 | 538'466 | 62'974 CHF | 68'359 CHF | 99.78% | 99.78% |
23.04.2024 | 8.37% | 0.12 CHF | 0.13 CHF | 533'100 | 533'100 | 536'429 | 536'429 | 61'466 CHF | 66'831 CHF | 100.00% | 100.00% |