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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 1.91% | 0.59 CHF | 0.60 CHF | 238'900 | 238'900 | 133'043 | 133'043 | 71'708 CHF | 73'041 CHF | 99.76% | 99.76% |
06.05.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 250'200 | 250'200 | 138'716 | 138'716 | 68'583 CHF | 69'972 CHF | 100.00% | 100.00% |
03.05.2024 | 2.07% | 0.44 CHF | 0.45 CHF | 259'300 | 259'300 | 142'029 | 142'029 | 68'127 CHF | 69'550 CHF | 99.98% | 99.98% |
02.05.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 290'200 | 290'200 | 157'681 | 157'681 | 72'175 CHF | 73'754 CHF | 99.99% | 99.99% |
30.04.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 255'200 | 255'200 | 140'914 | 140'914 | 69'809 CHF | 71'221 CHF | 99.27% | 99.27% |
29.04.2024 | 1.67% | 0.54 CHF | 0.55 CHF | 192'700 | 192'700 | 103'330 | 103'330 | 61'446 CHF | 62'481 CHF | 99.80% | 99.80% |
26.04.2024 | 1.44% | 0.65 CHF | 0.66 CHF | 305'000 | 305'000 | 117'267 | 117'267 | 80'388 CHF | 81'563 CHF | 98.85% | 98.85% |
25.04.2024 | - | 0.35 CHF | - CHF | 291'200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.97% |
23.04.2024 | - | 0.42 CHF | - CHF | 327'100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
22.04.2024 | - | 0.34 CHF | - CHF | 363'500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |