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 | 3.10% | 0.31 CHF | 0.32 CHF | 222'200 | 222'200 | 222'200 | 222'200 | 70'601 CHF | 72'823 CHF | 100.00% | 100.00% |
10.05.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 251'300 | 251'300 | 251'300 | 251'300 | 82'306 CHF | 84'819 CHF | 100.00% | 100.00% |
08.05.2024 | 3.54% | 0.28 CHF | 0.30 CHF | 259'300 | 259'300 | 259'300 | 259'300 | 71'965 CHF | 74'558 CHF | 99.25% | 99.25% |
07.05.2024 | 3.69% | 0.28 CHF | 0.29 CHF | 271'500 | 271'500 | 271'469 | 271'469 | 72'334 CHF | 75'049 CHF | 95.46% | 95.46% |
06.05.2024 | 3.64% | 0.27 CHF | 0.28 CHF | 273'400 | 273'400 | 273'400 | 273'400 | 73'760 CHF | 76'494 CHF | 98.43% | 98.43% |
03.05.2024 | 3.86% | 0.26 CHF | 0.27 CHF | 326'200 | 326'200 | 326'244 | 326'244 | 82'884 CHF | 86'146 CHF | 99.97% | 99.97% |
02.05.2024 | 4.48% | 0.21 CHF | 0.22 CHF | 339'100 | 339'100 | 339'063 | 339'063 | 74'000 CHF | 77'391 CHF | 99.99% | 99.99% |
30.04.2024 | 4.34% | 0.21 CHF | 0.22 CHF | 305'600 | 305'600 | 305'517 | 305'517 | 68'945 CHF | 72'001 CHF | 99.99% | 99.99% |
29.04.2024 | 4.04% | 0.23 CHF | 0.24 CHF | 302'700 | 302'700 | 296'905 | 296'905 | 72'050 CHF | 75'019 CHF | 99.99% | 99.99% |
26.04.2024 | 4.31% | 0.24 CHF | 0.25 CHF | 328'200 | 328'200 | 335'427 | 335'427 | 76'207 CHF | 79'561 CHF | 98.63% | 98.63% |