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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 6.18% | 0.16 CHF | 0.17 CHF | 762'700 | 762'700 | 762'686 | 762'686 | 119'589 CHF | 127'216 CHF | 98.53% | 98.53% |
13.05.2024 | 6.00% | 0.17 CHF | 0.18 CHF | 785'600 | 785'600 | 785'600 | 785'600 | 127'037 CHF | 134'893 CHF | 100.00% | 100.00% |
10.05.2024 | 6.09% | 0.16 CHF | 0.17 CHF | 711'900 | 711'900 | 711'900 | 711'900 | 113'280 CHF | 120'399 CHF | 100.00% | 100.00% |
08.05.2024 | 5.58% | 0.17 CHF | 0.18 CHF | 728'400 | 728'400 | 728'400 | 728'400 | 126'913 CHF | 134'197 CHF | 99.25% | 99.25% |
07.05.2024 | 5.47% | 0.18 CHF | 0.19 CHF | 703'800 | 703'800 | 703'723 | 703'723 | 125'141 CHF | 132'179 CHF | 95.46% | 95.46% |
06.05.2024 | 5.49% | 0.18 CHF | 0.19 CHF | 700'100 | 700'100 | 700'100 | 700'100 | 124'113 CHF | 131'114 CHF | 98.33% | 98.33% |
03.05.2024 | 5.33% | 0.18 CHF | 0.19 CHF | 603'200 | 603'200 | 603'282 | 603'282 | 110'242 CHF | 116'274 CHF | 99.98% | 99.98% |
02.05.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 613'200 | 613'200 | 613'134 | 613'134 | 122'054 CHF | 128'185 CHF | 100.00% | 100.00% |
30.04.2024 | 4.96% | 0.21 CHF | 0.22 CHF | 656'400 | 656'400 | 656'143 | 656'143 | 129'185 CHF | 135'749 CHF | 100.00% | 100.00% |
29.04.2024 | 5.10% | 0.20 CHF | 0.21 CHF | 660'500 | 660'500 | 647'705 | 647'705 | 123'693 CHF | 130'170 CHF | 99.99% | 99.99% |