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 | 7.67% | 0.13 CHF | 0.14 CHF | 969'900 | 969'900 | 965'847 | 965'847 | 121'112 CHF | 130'770 CHF | 99.86% | 99.86% |
10.05.2024 | 7.15% | 0.14 CHF | 0.14 CHF | 948'400 | 948'400 | 941'107 | 941'107 | 126'970 CHF | 136'381 CHF | 100.00% | 100.00% |
08.05.2024 | 7.26% | 0.13 CHF | 0.14 CHF | 992'100 | 992'100 | 982'091 | 982'091 | 130'379 CHF | 140'200 CHF | 98.93% | 98.93% |
07.05.2024 | 7.69% | 0.13 CHF | 0.14 CHF | 1'002'200 | 1'002'200 | 1'002'360 | 1'002'360 | 125'328 CHF | 135'352 CHF | 99.41% | 99.41% |
06.05.2024 | 7.65% | 0.13 CHF | 0.14 CHF | 1'005'000 | 1'005'000 | 995'303 | 995'303 | 125'084 CHF | 135'037 CHF | 100.00% | 100.00% |
03.05.2024 | 7.65% | 0.13 CHF | 0.14 CHF | 1'026'600 | 1'026'600 | 1'026'170 | 1'026'170 | 128'962 CHF | 139'223 CHF | 99.98% | 99.98% |
02.05.2024 | 7.77% | 0.12 CHF | 0.13 CHF | 1'058'700 | 1'058'700 | 1'053'440 | 1'053'440 | 130'330 CHF | 140'864 CHF | 98.56% | 98.56% |
30.04.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 994'000 | 994'000 | 986'137 | 986'137 | 118'498 CHF | 128'362 CHF | 100.00% | 100.00% |
29.04.2024 | 7.38% | 0.13 CHF | 0.14 CHF | 943'000 | 943'000 | 936'338 | 936'338 | 122'119 CHF | 131'483 CHF | 100.00% | 100.00% |
26.04.2024 | 7.42% | 0.14 CHF | 0.14 CHF | 1'007'200 | 1'007'200 | 1'015'380 | 1'015'380 | 131'813 CHF | 141'967 CHF | 99.43% | 99.43% |