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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 232'300 | 232'300 | 231'342 | 231'342 | 125'931 CHF | 128'244 CHF | 100.00% | 100.00% |
10.05.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 226'800 | 226'800 | 225'865 | 225'865 | 125'528 CHF | 127'787 CHF | 100.00% | 100.00% |
08.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 220'900 | 220'900 | 219'955 | 219'955 | 125'233 CHF | 127'433 CHF | 99.25% | 99.25% |
07.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 235'900 | 235'900 | 234'901 | 234'901 | 133'636 CHF | 135'985 CHF | 97.61% | 97.61% |
06.05.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 235'700 | 235'700 | 234'718 | 234'718 | 127'578 CHF | 129'925 CHF | 99.00% | 99.00% |
03.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 230'600 | 230'600 | 229'649 | 229'649 | 125'393 CHF | 127'689 CHF | 99.99% | 99.99% |
02.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 243'200 | 243'200 | 242'196 | 242'196 | 133'723 CHF | 136'145 CHF | 100.00% | 100.00% |
30.04.2024 | 1.95% | 0.54 CHF | 0.55 CHF | 274'900 | 274'900 | 262'000 | 262'000 | 133'433 CHF | 136'054 CHF | 99.99% | 99.99% |
29.04.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 255'400 | 255'400 | 254'304 | 254'304 | 121'749 CHF | 124'293 CHF | 99.99% | 99.99% |
26.04.2024 | 1.88% | 0.50 CHF | 0.51 CHF | 230'700 | 230'700 | 235'786 | 235'786 | 124'531 CHF | 126'889 CHF | 98.65% | 98.65% |