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 | 0.56% | 1.81 CHF | 1.82 CHF | 590'000 | 590'000 | 590'000 | 590'000 | 1'051'770 CHF | 1'057'670 CHF | 99.84% | 99.84% |
13.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 580'000 | 580'000 | 580'000 | 580'000 | 1'063'460 CHF | 1'069'260 CHF | 100.00% | 100.00% |
10.05.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 590'000 | 590'000 | 590'000 | 590'000 | 1'140'580 CHF | 1'146'480 CHF | 100.00% | 100.00% |
08.05.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 640'000 | 640'000 | 639'905 | 639'905 | 939'785 CHF | 946'185 CHF | 99.44% | 99.44% |
07.05.2024 | 0.84% | 1.40 CHF | 1.41 CHF | 760'000 | 760'000 | 759'310 | 759'310 | 905'731 CHF | 913'331 CHF | 100.00% | 100.00% |
06.05.2024 | 1.06% | 0.99 CHF | 1.00 CHF | 870'000 | 870'000 | 870'000 | 870'000 | 819'646 CHF | 828'346 CHF | 99.74% | 99.74% |
03.05.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 940'000 | 940'000 | 928'122 | 928'122 | 742'485 CHF | 751'845 CHF | 99.25% | 99.25% |
02.05.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 930'000 | 930'000 | 929'985 | 929'985 | 716'564 CHF | 725'864 CHF | 98.88% | 98.88% |
30.04.2024 | 1.09% | 0.79 CHF | 0.80 CHF | 780'000 | 780'000 | 779'538 | 779'538 | 715'384 CHF | 723'184 CHF | 99.73% | 99.73% |
29.04.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 770'000 | 770'000 | 764'446 | 764'446 | 836'054 CHF | 843'703 CHF | 99.18% | 99.18% |