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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 5.36% | 0.19 CHF | 0.20 CHF | 729'100 | 729'100 | 726'049 | 726'049 | 131'733 CHF | 138'994 CHF | 99.50% | 99.50% |
10.05.2024 | 5.70% | 0.18 CHF | 0.19 CHF | 715'600 | 715'600 | 710'058 | 710'058 | 121'064 CHF | 128'165 CHF | 100.00% | 100.00% |
08.05.2024 | 5.56% | 0.18 CHF | 0.19 CHF | 680'600 | 680'600 | 673'759 | 673'759 | 117'851 CHF | 124'589 CHF | 98.93% | 98.93% |
07.05.2024 | 5.27% | 0.18 CHF | 0.19 CHF | 668'900 | 668'900 | 669'006 | 669'006 | 123'699 CHF | 130'389 CHF | 99.41% | 99.41% |
06.05.2024 | 5.29% | 0.19 CHF | 0.20 CHF | 683'900 | 683'900 | 677'310 | 677'310 | 124'698 CHF | 131'471 CHF | 100.00% | 100.00% |
03.05.2024 | 5.29% | 0.19 CHF | 0.20 CHF | 640'500 | 640'500 | 640'231 | 640'231 | 117'802 CHF | 124'205 CHF | 99.98% | 99.98% |
02.05.2024 | 5.18% | 0.20 CHF | 0.21 CHF | 624'600 | 624'600 | 621'513 | 621'513 | 117'008 CHF | 123'223 CHF | 98.57% | 98.57% |
30.04.2024 | 5.01% | 0.20 CHF | 0.21 CHF | 705'300 | 705'300 | 699'557 | 699'557 | 136'373 CHF | 143'373 CHF | 100.00% | 100.00% |
29.04.2024 | 5.41% | 0.19 CHF | 0.20 CHF | 726'900 | 726'900 | 721'786 | 721'786 | 129'738 CHF | 136'956 CHF | 100.00% | 100.00% |
26.04.2024 | 5.31% | 0.18 CHF | 0.19 CHF | 624'000 | 624'000 | 629'090 | 629'090 | 115'368 CHF | 121'659 CHF | 99.42% | 99.42% |