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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.05.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 295'400 | 295'400 | 295'400 | 295'400 | 528'250 CHF | 531'204 CHF | 99.89% | 99.89% |
02.05.2024 | 0.57% | 1.64 CHF | 1.65 CHF | 276'000 | 276'000 | 276'000 | 276'000 | 483'142 CHF | 485'902 CHF | 99.55% | 99.55% |
30.04.2024 | 0.53% | 1.80 CHF | 1.81 CHF | 256'100 | 256'100 | 256'000 | 256'000 | 485'479 CHF | 488'040 CHF | 100.00% | 100.00% |
29.04.2024 | 0.49% | 1.95 CHF | 1.96 CHF | 251'700 | 251'700 | 251'700 | 251'700 | 514'475 CHF | 516'992 CHF | 99.60% | 99.60% |
26.04.2024 | 0.52% | 2.01 CHF | 2.02 CHF | 277'500 | 277'500 | 277'500 | 277'500 | 532'998 CHF | 535'773 CHF | 98.84% | 98.84% |
25.04.2024 | 0.55% | 1.78 CHF | 1.79 CHF | 239'300 | 239'300 | 239'287 | 239'287 | 436'746 CHF | 439'139 CHF | 100.00% | 100.00% |
24.04.2024 | 0.44% | 2.11 CHF | 2.12 CHF | 210'100 | 210'100 | 210'100 | 210'100 | 477'914 CHF | 480'015 CHF | 100.00% | 100.00% |
23.04.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 246'200 | 246'200 | 246'184 | 246'185 | 600'814 CHF | 603'279 CHF | 100.00% | 100.00% |
22.04.2024 | 0.52% | 1.99 CHF | 2.00 CHF | 269'300 | 269'300 | 269'300 | 269'300 | 521'514 CHF | 524'207 CHF | 100.00% | 100.00% |
19.04.2024 | 0.61% | 1.79 CHF | 1.80 CHF | 292'100 | 292'100 | 292'100 | 292'100 | 478'873 CHF | 481'794 CHF | 99.97% | 99.97% |