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 | 3.02% | 0.98 CHF | 1.01 CHF | 452'600 | 452'600 | 452'335 | 452'335 | 443'134 CHF | 456'712 CHF | 100.00% | 100.00% |
06.05.2024 | 2.90% | 1.01 CHF | 1.04 CHF | 427'600 | 427'600 | 427'600 | 427'600 | 435'419 CHF | 448'247 CHF | 100.00% | 100.00% |
03.05.2024 | 2.63% | 1.12 CHF | 1.15 CHF | 394'100 | 394'100 | 394'100 | 394'100 | 444'163 CHF | 455'986 CHF | 99.96% | 99.96% |
02.05.2024 | 2.35% | 1.24 CHF | 1.27 CHF | 365'800 | 365'800 | 365'800 | 365'800 | 461'794 CHF | 472'768 CHF | 99.64% | 99.64% |
30.04.2024 | 2.45% | 1.27 CHF | 1.30 CHF | 391'100 | 391'100 | 390'938 | 390'938 | 473'988 CHF | 485'721 CHF | 100.00% | 100.00% |
29.04.2024 | 2.35% | 1.20 CHF | 1.23 CHF | 379'400 | 379'400 | 379'322 | 379'322 | 479'433 CHF | 490'815 CHF | 99.66% | 99.66% |
26.04.2024 | 2.24% | 1.35 CHF | 1.38 CHF | 349'600 | 349'600 | 349'600 | 349'600 | 463'420 CHF | 473'908 CHF | 99.68% | 99.68% |
25.04.2024 | 1.97% | 1.57 CHF | 1.60 CHF | 366'000 | 366'000 | 366'000 | 366'000 | 551'638 CHF | 562'618 CHF | 99.97% | 99.97% |
24.04.2024 | 2.17% | 1.42 CHF | 1.45 CHF | 358'100 | 358'100 | 357'982 | 357'982 | 489'805 CHF | 500'548 CHF | 100.00% | 100.00% |
23.04.2024 | 1.99% | 1.44 CHF | 1.47 CHF | 327'500 | 327'500 | 327'500 | 327'500 | 489'167 CHF | 498'992 CHF | 99.99% | 99.99% |