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 | 1.54% | 0.62 CHF | 0.63 CHF | 211'800 | 211'800 | 210'738 | 210'738 | 135'653 CHF | 137'760 CHF | 98.56% | 98.56% |
30.04.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 198'800 | 198'800 | 197'211 | 197'211 | 123'580 CHF | 125'553 CHF | 100.00% | 100.00% |
29.04.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 188'600 | 188'600 | 187'321 | 187'321 | 127'628 CHF | 129'501 CHF | 100.00% | 100.00% |
26.04.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 201'500 | 201'500 | 203'119 | 203'119 | 137'286 CHF | 139'317 CHF | 99.43% | 99.43% |
25.04.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 194'900 | 194'900 | 194'192 | 194'192 | 126'112 CHF | 128'054 CHF | 99.69% | 99.69% |
23.04.2024 | 1.46% | 0.71 CHF | 0.72 CHF | 207'700 | 207'700 | 209'249 | 209'249 | 142'424 CHF | 144'517 CHF | 100.00% | 100.00% |
22.04.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 221'500 | 221'500 | 220'710 | 220'710 | 133'416 CHF | 135'623 CHF | 100.00% | 100.00% |
19.04.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 213'800 | 213'800 | 212'287 | 212'287 | 124'724 CHF | 126'847 CHF | 100.00% | 100.00% |
18.04.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 194'400 | 194'400 | 193'492 | 193'492 | 122'529 CHF | 124'464 CHF | 100.00% | 100.00% |
17.04.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 186'300 | 186'300 | 185'191 | 185'191 | 127'698 CHF | 129'554 CHF | 99.99% | 99.99% |