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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 278'700 | 278'700 | 277'963 | 277'963 | 76'040 CHF | 78'827 CHF | 99.99% | 99.99% |
14.05.2024 | 3.81% | 0.27 CHF | 0.28 CHF | 302'900 | 302'900 | 307'842 | 307'842 | 79'365 CHF | 82'444 CHF | 100.00% | 100.00% |
13.05.2024 | 4.31% | 0.24 CHF | 0.25 CHF | 324'500 | 324'500 | 333'053 | 333'053 | 75'628 CHF | 78'958 CHF | 100.00% | 100.00% |
10.05.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 337'300 | 337'300 | 337'300 | 337'300 | 77'168 CHF | 80'541 CHF | 100.00% | 100.00% |
08.05.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 341'200 | 341'200 | 341'200 | 341'200 | 77'979 CHF | 81'391 CHF | 99.06% | 99.06% |
07.05.2024 | 4.53% | 0.23 CHF | 0.24 CHF | 351'400 | 351'400 | 355'955 | 355'955 | 76'748 CHF | 80'308 CHF | 97.67% | 97.67% |
06.05.2024 | 4.67% | 0.22 CHF | 0.23 CHF | 385'900 | 385'900 | 385'796 | 385'796 | 80'709 CHF | 84'567 CHF | 100.00% | 100.00% |
03.05.2024 | 5.03% | 0.20 CHF | 0.21 CHF | 383'200 | 383'200 | 380'481 | 380'481 | 73'727 CHF | 77'531 CHF | 99.98% | 99.98% |
02.05.2024 | 5.09% | 0.20 CHF | 0.21 CHF | 411'700 | 411'700 | 420'224 | 420'224 | 80'552 CHF | 84'754 CHF | 99.99% | 99.99% |
30.04.2024 | 4.82% | 0.18 CHF | 0.19 CHF | 419'200 | 419'200 | 398'503 | 398'503 | 82'534 CHF | 86'521 CHF | 100.00% | 100.00% |