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 | 3.39% | 0.29 CHF | 0.30 CHF | 382'500 | 382'500 | 380'924 | 380'924 | 110'613 CHF | 114'422 CHF | 100.00% | 100.00% |
08.05.2024 | 4.06% | 0.25 CHF | 0.26 CHF | 397'000 | 397'000 | 395'299 | 395'299 | 95'591 CHF | 99'544 CHF | 99.06% | 99.06% |
07.05.2024 | 4.09% | 0.25 CHF | 0.26 CHF | 533'100 | 533'100 | 546'701 | 546'701 | 131'185 CHF | 136'652 CHF | 97.05% | 97.05% |
06.05.2024 | 6.23% | 0.16 CHF | 0.17 CHF | 675'300 | 675'300 | 672'515 | 672'515 | 104'669 CHF | 111'394 CHF | 100.00% | 100.00% |
03.05.2024 | 6.31% | 0.15 CHF | 0.16 CHF | 681'500 | 681'500 | 678'690 | 678'690 | 104'191 CHF | 110'978 CHF | 100.00% | 100.00% |
02.05.2024 | 6.01% | 0.15 CHF | 0.16 CHF | 590'600 | 590'600 | 588'165 | 588'165 | 95'032 CHF | 100'914 CHF | 100.00% | 100.00% |
30.04.2024 | 5.23% | 0.18 CHF | 0.19 CHF | 586'000 | 586'000 | 539'212 | 539'212 | 100'523 CHF | 105'916 CHF | 100.00% | 100.00% |
29.04.2024 | 5.36% | 0.18 CHF | 0.19 CHF | 528'900 | 528'900 | 534'619 | 534'619 | 97'181 CHF | 102'528 CHF | 100.00% | 100.00% |
26.04.2024 | 5.34% | 0.19 CHF | 0.20 CHF | 551'300 | 551'300 | 555'686 | 555'686 | 101'313 CHF | 106'870 CHF | 99.60% | 99.60% |
25.04.2024 | 5.76% | 0.18 CHF | 0.19 CHF | 659'200 | 659'200 | 647'155 | 647'155 | 109'488 CHF | 115'959 CHF | 98.92% | 98.92% |