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 | 0.39% | 2.93 CHF | 2.94 CHF | 151'700 | 151'700 | 78'052 | 78'052 | 206'889 CHF | 207'672 CHF | 99.99% | 99.99% |
13.05.2024 | 0.42% | 2.59 CHF | 2.60 CHF | 165'800 | 165'800 | 84'225 | 84'225 | 207'805 CHF | 208'649 CHF | 100.00% | 100.00% |
10.05.2024 | 0.39% | 2.34 CHF | 2.35 CHF | 160'200 | 160'200 | 77'076 | 77'076 | 195'441 CHF | 196'213 CHF | 100.00% | 100.00% |
08.05.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 139'900 | 139'900 | 68'817 | 68'817 | 185'802 CHF | 186'492 CHF | 95.68% | 95.68% |
07.05.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 119'500 | 119'500 | 58'614 | 58'614 | 185'681 CHF | 186'268 CHF | 97.29% | 97.29% |
06.05.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 124'900 | 124'900 | 62'255 | 62'255 | 209'658 CHF | 210'282 CHF | 98.41% | 98.41% |
03.05.2024 | 0.32% | 3.02 CHF | 3.03 CHF | 130'100 | 130'100 | 63'110 | 63'110 | 199'641 CHF | 200'273 CHF | 99.86% | 99.86% |
02.05.2024 | 0.31% | 3.11 CHF | 3.12 CHF | 127'300 | 127'300 | 62'789 | 62'789 | 203'006 CHF | 203'635 CHF | 99.98% | 99.98% |
30.04.2024 | 0.26% | 3.46 CHF | 3.47 CHF | 96'800 | 96'800 | 47'655 | 47'655 | 184'968 CHF | 185'446 CHF | 96.28% | 96.28% |
29.04.2024 | 0.28% | 4.14 CHF | 4.15 CHF | 130'600 | 130'600 | 71'189 | 71'189 | 270'596 CHF | 271'309 CHF | 83.98% | 83.98% |