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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 6.45% | 0.17 CHF | 0.18 CHF | 2'312'700 | 2'312'700 | 1'140'660 | 1'140'660 | 179'646 CHF | 191'076 CHF | 100.00% | 100.00% |
30.04.2024 | 7.29% | 0.15 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 1'538'470 | 1'538'470 | 210'251 CHF | 225'670 CHF | 96.81% | 96.81% |
29.04.2024 | 5.07% | 0.14 CHF | 0.16 CHF | 1'044'200 | 1'044'200 | 569'017 | 569'017 | 108'203 CHF | 113'902 CHF | 83.95% | 83.95% |
26.04.2024 | 3.30% | 0.31 CHF | 0.32 CHF | 1'231'900 | 1'231'900 | 614'204 | 614'204 | 191'810 CHF | 197'977 CHF | 99.51% | 99.51% |
25.04.2024 | 2.57% | 0.35 CHF | 0.36 CHF | 970'700 | 970'700 | 487'651 | 487'651 | 188'965 CHF | 193'854 CHF | 99.88% | 99.88% |
24.04.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 453'500 | 453'500 | 225'693 | 225'693 | 89'739 CHF | 92'001 CHF | 98.98% | 98.98% |
23.04.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 453'800 | 453'800 | 237'434 | 237'434 | 189'966 CHF | 192'346 CHF | 100.00% | 100.00% |
22.04.2024 | 1.24% | 0.87 CHF | 0.88 CHF | 583'200 | 583'200 | 284'478 | 284'478 | 236'265 CHF | 239'118 CHF | 99.99% | 99.99% |
19.04.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 587'300 | 587'300 | 292'236 | 292'236 | 205'021 CHF | 207'953 CHF | 100.00% | 100.00% |
18.04.2024 | 1.63% | 0.65 CHF | 0.66 CHF | 695'800 | 695'800 | 346'516 | 346'516 | 220'855 CHF | 224'327 CHF | 99.98% | 99.98% |