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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 1'159'900 | 1'159'900 | 1'159'240 | 1'159'240 | 368'933 CHF | 380'532 CHF | 100.00% | 100.00% |
06.05.2024 | 3.34% | 0.30 CHF | 0.31 CHF | 1'093'000 | 1'093'000 | 1'093'000 | 1'093'000 | 321'419 CHF | 332'349 CHF | 100.00% | 100.00% |
03.05.2024 | 2.80% | 0.31 CHF | 0.32 CHF | 1'214'700 | 1'214'700 | 1'214'700 | 1'214'700 | 352'909 CHF | 362'979 CHF | 99.99% | 99.99% |
02.05.2024 | 2.34% | 0.32 CHF | 0.33 CHF | 1'171'300 | 1'171'300 | 1'171'300 | 1'171'300 | 335'679 CHF | 343'714 CHF | 99.99% | 99.99% |
30.04.2024 | 2.50% | 0.22 CHF | 0.23 CHF | 1'921'300 | 1'921'300 | 1'920'480 | 1'920'480 | 382'353 CHF | 391'959 CHF | 100.00% | 100.00% |
29.04.2024 | 2.69% | 0.20 CHF | 0.20 CHF | 2'210'700 | 2'210'700 | 2'210'470 | 2'210'470 | 405'125 CHF | 416'178 CHF | 100.00% | 100.00% |
26.04.2024 | 2.85% | 0.18 CHF | 0.19 CHF | 2'067'400 | 2'067'400 | 2'067'400 | 2'067'400 | 358'310 CHF | 368'647 CHF | 99.54% | 99.54% |
25.04.2024 | 2.40% | 0.22 CHF | 0.23 CHF | 1'843'900 | 1'843'900 | 1'843'900 | 1'843'900 | 380'018 CHF | 389'238 CHF | 100.00% | 100.00% |
24.04.2024 | 2.46% | 0.21 CHF | 0.22 CHF | 1'974'800 | 1'974'800 | 1'974'220 | 1'974'220 | 397'381 CHF | 407'255 CHF | 100.00% | 100.00% |
23.04.2024 | 2.06% | 0.22 CHF | 0.23 CHF | 1'562'600 | 1'562'600 | 1'562'600 | 1'562'600 | 377'948 CHF | 385'761 CHF | 100.00% | 100.00% |