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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 2.13% | 0.55 CHF | 0.56 CHF | 452'800 | 452'800 | 178'703 | 178'703 | 90'737 CHF | 92'526 CHF | 98.68% | 98.68% |
13.05.2024 | 2.17% | 0.42 CHF | 0.43 CHF | 321'700 | 321'700 | 147'385 | 147'385 | 67'086 CHF | 68'563 CHF | 99.49% | 99.49% |
10.05.2024 | 1.83% | 0.56 CHF | 0.57 CHF | 319'800 | 319'800 | 143'191 | 143'191 | 79'407 CHF | 80'842 CHF | 100.00% | 100.00% |
08.05.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 317'500 | 317'500 | 150'818 | 150'818 | 92'569 CHF | 94'080 CHF | 99.13% | 99.13% |
07.05.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 361'300 | 361'300 | 161'829 | 161'829 | 92'882 CHF | 94'503 CHF | 99.76% | 99.76% |
06.05.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 357'100 | 357'100 | 159'920 | 159'920 | 83'550 CHF | 85'152 CHF | 100.00% | 100.00% |
03.05.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 335'400 | 335'400 | 150'330 | 150'330 | 81'205 CHF | 82'711 CHF | 99.69% | 99.69% |
02.05.2024 | 1.54% | 0.61 CHF | 0.62 CHF | 235'000 | 235'000 | 113'333 | 113'333 | 73'983 CHF | 75'119 CHF | 99.98% | 99.98% |
30.04.2024 | 1.35% | 0.78 CHF | 0.79 CHF | 273'300 | 273'300 | 120'112 | 120'112 | 90'681 CHF | 91'885 CHF | 99.99% | 99.99% |
29.04.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 258'500 | 258'500 | 105'717 | 105'717 | 78'389 CHF | 79'448 CHF | 99.80% | 99.80% |