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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 454'300 | 454'300 | 249'437 | 249'437 | 136'975 CHF | 139'475 CHF | 100.00% | 100.00% |
08.05.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 435'800 | 435'800 | 238'604 | 238'604 | 135'888 CHF | 138'278 CHF | 99.13% | 99.13% |
07.05.2024 | 1.84% | 0.58 CHF | 0.59 CHF | 459'400 | 459'400 | 255'762 | 255'762 | 141'903 CHF | 144'466 CHF | 99.76% | 99.76% |
06.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 472'800 | 472'800 | 262'081 | 262'081 | 138'876 CHF | 141'501 CHF | 100.00% | 100.00% |
03.05.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 484'300 | 484'300 | 265'225 | 265'225 | 138'450 CHF | 141'108 CHF | 99.99% | 99.99% |
02.05.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 509'000 | 509'000 | 276'553 | 276'553 | 141'149 CHF | 143'920 CHF | 100.00% | 100.00% |
30.04.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 478'900 | 478'900 | 264'416 | 264'416 | 140'286 CHF | 142'937 CHF | 99.27% | 99.27% |
29.04.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 428'600 | 428'600 | 229'830 | 229'830 | 132'366 CHF | 134'668 CHF | 99.80% | 99.80% |
26.04.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 528'200 | 528'200 | 203'019 | 203'019 | 125'871 CHF | 127'904 CHF | 98.84% | 98.84% |
25.04.2024 | 2.45% | 0.42 CHF | 0.43 CHF | 551'400 | 551'400 | 304'749 | 304'749 | 125'176 CHF | 128'230 CHF | 99.97% | 99.97% |