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 | 1.95% | 0.25 CHF | 0.26 CHF | 1'583'000 | 1'583'000 | 1'583'000 | 1'583'000 | 402'213 CHF | 410'128 CHF | 99.58% | 99.58% |
30.04.2024 | 3.41% | 0.26 CHF | 0.27 CHF | 1'386'600 | 1'386'600 | 1'385'860 | 1'385'860 | 399'762 CHF | 413'628 CHF | 100.00% | 100.00% |
29.04.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 1'311'900 | 1'311'900 | 1'311'640 | 1'311'640 | 417'784 CHF | 430'903 CHF | 99.64% | 99.64% |
26.04.2024 | 3.22% | 0.32 CHF | 0.33 CHF | 1'533'500 | 1'533'500 | 1'533'380 | 1'533'380 | 469'123 CHF | 484'458 CHF | 99.66% | 99.66% |
25.04.2024 | 3.25% | 0.27 CHF | 0.28 CHF | 1'357'700 | 1'357'700 | 1'357'700 | 1'357'700 | 381'558 CHF | 394'231 CHF | 99.96% | 99.96% |
24.04.2024 | 2.95% | 0.31 CHF | 0.32 CHF | 1'310'900 | 1'310'900 | 1'310'280 | 1'310'280 | 437'727 CHF | 450'836 CHF | 100.00% | 100.00% |
23.04.2024 | 3.22% | 0.32 CHF | 0.33 CHF | 1'529'500 | 1'529'500 | 1'529'330 | 1'529'330 | 467'148 CHF | 482'443 CHF | 100.00% | 100.00% |
22.04.2024 | 3.50% | 0.27 CHF | 0.28 CHF | 1'619'100 | 1'619'100 | 1'618'740 | 1'618'740 | 433'830 CHF | 449'290 CHF | 100.00% | 100.00% |
19.04.2024 | 2.16% | 0.26 CHF | 0.27 CHF | 1'550'000 | 1'550'000 | 1'550'000 | 1'550'000 | 393'196 CHF | 401'806 CHF | 100.00% | 100.00% |
18.04.2024 | 3.51% | 0.27 CHF | 0.28 CHF | 1'623'200 | 1'623'200 | 1'623'200 | 1'623'200 | 428'093 CHF | 443'419 CHF | 100.00% | 100.00% |