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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 5.60% | 0.09 CHF | 0.09 CHF | 597'100 | 597'100 | 597'719 | 597'719 | 51'951 CHF | 54'939 CHF | 100.00% | 100.00% |
30.04.2024 | 4.98% | 0.11 CHF | 0.11 CHF | 547'500 | 547'500 | 535'815 | 535'815 | 52'532 CHF | 55'212 CHF | 100.00% | 100.00% |
29.04.2024 | 4.63% | 0.09 CHF | 0.10 CHF | 532'400 | 532'400 | 453'237 | 453'237 | 47'874 CHF | 50'140 CHF | 100.00% | 100.00% |
26.04.2024 | 4.04% | 0.13 CHF | 0.13 CHF | 431'900 | 431'900 | 400'013 | 400'013 | 48'554 CHF | 50'554 CHF | 99.54% | 99.54% |
25.04.2024 | 3.67% | 0.14 CHF | 0.14 CHF | 390'000 | 390'000 | 387'320 | 387'320 | 51'858 CHF | 53'794 CHF | 99.92% | 99.92% |
24.04.2024 | 3.86% | 0.14 CHF | 0.14 CHF | 386'500 | 386'500 | 386'804 | 386'804 | 49'294 CHF | 51'228 CHF | 100.00% | 100.00% |
23.04.2024 | 3.79% | 0.13 CHF | 0.13 CHF | 387'000 | 387'000 | 451'753 | 451'753 | 58'656 CHF | 60'915 CHF | 100.00% | 100.00% |
22.04.2024 | 4.25% | 0.12 CHF | 0.13 CHF | 472'100 | 472'100 | 483'766 | 483'766 | 55'768 CHF | 58'187 CHF | 100.00% | 100.00% |
19.04.2024 | 4.66% | 0.11 CHF | 0.11 CHF | 487'600 | 487'600 | 531'071 | 531'071 | 55'776 CHF | 58'431 CHF | 100.00% | 100.00% |
18.04.2024 | 4.92% | 0.09 CHF | 0.10 CHF | 544'800 | 544'800 | 577'343 | 577'343 | 57'246 CHF | 60'133 CHF | 99.99% | 99.99% |