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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 419'500 | 419'500 | 417'762 | 417'762 | 190'974 CHF | 195'152 CHF | 99.71% | 99.71% |
13.05.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 419'000 | 419'000 | 417'274 | 417'274 | 193'834 CHF | 198'007 CHF | 99.85% | 99.85% |
10.05.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 438'300 | 438'300 | 436'494 | 436'494 | 201'756 CHF | 206'121 CHF | 100.00% | 100.00% |
08.05.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 473'800 | 473'800 | 471'791 | 471'791 | 185'832 CHF | 190'550 CHF | 98.93% | 98.93% |
07.05.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 479'800 | 479'800 | 477'796 | 477'796 | 197'178 CHF | 201'956 CHF | 98.85% | 98.85% |
06.05.2024 | 2.45% | 0.40 CHF | 0.41 CHF | 506'100 | 506'100 | 504'013 | 504'013 | 203'382 CHF | 208'422 CHF | 100.00% | 100.00% |
03.05.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 490'800 | 490'800 | 488'776 | 488'776 | 195'477 CHF | 200'365 CHF | 99.99% | 99.99% |
02.05.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 500'100 | 500'100 | 504'344 | 504'344 | 194'980 CHF | 200'023 CHF | 98.58% | 98.58% |
30.04.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 513'600 | 513'600 | 511'830 | 511'830 | 198'260 CHF | 203'380 CHF | 100.00% | 100.00% |
29.04.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 542'500 | 542'500 | 540'156 | 540'156 | 196'188 CHF | 201'591 CHF | 100.00% | 100.00% |