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 | 4.93% | 0.21 CHF | 0.22 CHF | 384'800 | 384'800 | 171'924 | 171'924 | 35'134 CHF | 36'857 CHF | 100.00% | 100.00% |
08.05.2024 | 4.73% | 0.21 CHF | 0.22 CHF | 378'700 | 378'700 | 167'841 | 167'841 | 35'261 CHF | 36'943 CHF | 99.13% | 99.13% |
07.05.2024 | 4.99% | 0.20 CHF | 0.21 CHF | 426'900 | 426'900 | 191'216 | 191'216 | 38'262 CHF | 40'178 CHF | 99.77% | 99.77% |
06.05.2024 | 5.51% | 0.18 CHF | 0.19 CHF | 414'900 | 414'900 | 185'904 | 185'904 | 33'582 CHF | 35'445 CHF | 100.00% | 100.00% |
03.05.2024 | 5.34% | 0.19 CHF | 0.20 CHF | 398'100 | 398'100 | 173'262 | 173'262 | 32'154 CHF | 33'889 CHF | 99.99% | 99.99% |
02.05.2024 | 4.28% | 0.22 CHF | 0.23 CHF | 266'000 | 266'000 | 121'150 | 121'150 | 27'770 CHF | 28'984 CHF | 100.00% | 100.00% |
30.04.2024 | 3.94% | 0.27 CHF | 0.28 CHF | 298'300 | 298'300 | 131'656 | 131'656 | 34'200 CHF | 35'519 CHF | 99.99% | 99.99% |
29.04.2024 | 4.29% | 0.25 CHF | 0.26 CHF | 219'500 | 219'500 | 95'138 | 95'138 | 24'539 CHF | 25'540 CHF | 99.75% | 99.75% |
26.04.2024 | 3.34% | 0.32 CHF | 0.33 CHF | 219'800 | 219'800 | 98'371 | 98'371 | 29'866 CHF | 30'851 CHF | 99.34% | 99.34% |
25.04.2024 | 3.29% | 0.35 CHF | 0.36 CHF | 218'700 | 218'700 | 97'902 | 97'902 | 33'801 CHF | 34'848 CHF | 99.98% | 99.98% |