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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 271'500 | 271'500 | 120'139 | 120'139 | 55'713 CHF | 56'917 CHF | 99.07% | 99.07% |
07.05.2024 | 1.66% | 0.56 CHF | 0.57 CHF | 214'900 | 214'900 | 93'950 | 93'950 | 56'036 CHF | 56'978 CHF | 99.72% | 99.72% |
06.05.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 216'100 | 216'100 | 96'265 | 96'265 | 62'556 CHF | 63'526 CHF | 100.00% | 100.00% |
03.05.2024 | 2.71% | 0.53 CHF | 0.54 CHF | 208'000 | 208'000 | 68'387 | 68'387 | 40'155 CHF | 40'980 CHF | 99.14% | 99.14% |
02.05.2024 | - | 0.58 CHF | - CHF | 259'100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
30.04.2024 | - | 0.49 CHF | - CHF | 231'500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.98% |
29.04.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 160'000 | 160'000 | 71'992 | 71'992 | 52'940 CHF | 53'661 CHF | 98.99% | 98.99% |
26.04.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 185'700 | 185'700 | 83'521 | 83'521 | 59'561 CHF | 60'399 CHF | 98.90% | 98.90% |
25.04.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 191'400 | 191'400 | 83'440 | 83'440 | 55'111 CHF | 55'947 CHF | 99.61% | 99.61% |
24.04.2024 | 1.16% | 0.78 CHF | 0.79 CHF | 154'000 | 154'000 | 66'783 | 66'783 | 57'250 CHF | 57'919 CHF | 99.90% | 99.90% |