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 | 2.65% | 0.38 CHF | 0.39 CHF | 2'442'200 | 2'442'200 | 2'442'200 | 2'442'200 | 910'253 CHF | 934'675 CHF | 100.00% | 100.00% |
02.05.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 2'523'200 | 2'523'200 | 2'523'200 | 2'523'200 | 904'225 CHF | 929'457 CHF | 99.59% | 99.59% |
30.04.2024 | 2.76% | 0.34 CHF | 0.35 CHF | 2'314'000 | 2'314'000 | 2'313'360 | 2'313'360 | 828'743 CHF | 851'883 CHF | 100.00% | 100.00% |
29.04.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 2'444'900 | 2'444'900 | 2'444'430 | 2'444'430 | 909'025 CHF | 933'474 CHF | 99.63% | 99.63% |
26.04.2024 | 2.84% | 0.36 CHF | 0.37 CHF | 2'586'700 | 2'586'700 | 2'586'700 | 2'586'700 | 897'838 CHF | 923'705 CHF | 99.15% | 99.15% |
25.04.2024 | 2.83% | 0.33 CHF | 0.34 CHF | 2'463'800 | 2'463'800 | 2'463'800 | 2'463'800 | 858'273 CHF | 882'911 CHF | 100.00% | 100.00% |
24.04.2024 | 2.70% | 0.35 CHF | 0.36 CHF | 2'238'500 | 2'238'500 | 2'237'680 | 2'237'680 | 820'036 CHF | 842'421 CHF | 100.00% | 100.00% |
23.04.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 2'209'700 | 2'209'700 | 2'209'410 | 2'209'410 | 864'115 CHF | 886'212 CHF | 100.00% | 100.00% |
22.04.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 2'256'600 | 2'256'600 | 2'256'090 | 2'256'090 | 850'931 CHF | 873'497 CHF | 100.00% | 100.00% |
19.04.2024 | 2.49% | 0.38 CHF | 0.39 CHF | 2'203'400 | 2'203'400 | 2'203'400 | 2'203'400 | 875'462 CHF | 897'496 CHF | 100.00% | 100.00% |