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 | 2.16% | 0.23 CHF | 0.23 CHF | 694'000 | 694'000 | 693'888 | 693'888 | 159'076 CHF | 162'546 CHF | 98.37% | 98.37% |
06.05.2024 | 2.23% | 0.23 CHF | 0.24 CHF | 811'000 | 811'000 | 811'000 | 811'000 | 179'907 CHF | 183'962 CHF | 100.00% | 100.00% |
03.05.2024 | 2.74% | 0.19 CHF | 0.20 CHF | 811'000 | 811'000 | 811'000 | 811'000 | 146'073 CHF | 150'128 CHF | 99.88% | 99.88% |
02.05.2024 | 2.60% | 0.18 CHF | 0.19 CHF | 811'000 | 811'000 | 811'000 | 811'000 | 153'850 CHF | 157'905 CHF | 99.57% | 99.57% |
30.04.2024 | 2.36% | 0.20 CHF | 0.20 CHF | 771'500 | 771'500 | 771'130 | 771'130 | 161'409 CHF | 165'267 CHF | 100.00% | 100.00% |
29.04.2024 | 2.41% | 0.20 CHF | 0.21 CHF | 875'000 | 875'000 | 875'000 | 875'000 | 179'259 CHF | 183'634 CHF | 99.59% | 99.59% |
26.04.2024 | 2.76% | 0.19 CHF | 0.19 CHF | 875'000 | 875'000 | 875'000 | 875'000 | 156'216 CHF | 160'591 CHF | 98.01% | 98.01% |
25.04.2024 | 3.08% | 0.15 CHF | 0.16 CHF | 952'500 | 952'500 | 952'500 | 952'500 | 152'646 CHF | 157'408 CHF | 100.00% | 100.00% |
24.04.2024 | 2.40% | 0.19 CHF | 0.20 CHF | 720'700 | 720'700 | 720'520 | 720'520 | 148'715 CHF | 152'318 CHF | 99.94% | 99.94% |
23.04.2024 | 2.80% | 0.19 CHF | 0.20 CHF | 907'700 | 907'700 | 907'600 | 907'600 | 160'224 CHF | 164'763 CHF | 100.00% | 100.00% |