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 | 5.42% | 0.20 CHF | 0.21 CHF | 711'300 | 711'300 | 310'955 | 310'955 | 58'677 CHF | 61'793 CHF | 99.71% | 99.71% |
06.05.2024 | 5.87% | 0.18 CHF | 0.19 CHF | 628'800 | 628'800 | 279'944 | 279'944 | 47'356 CHF | 50'178 CHF | 100.00% | 100.00% |
03.05.2024 | 5.12% | 0.21 CHF | 0.22 CHF | 737'600 | 737'600 | 242'508 | 242'508 | 46'759 CHF | 49'197 CHF | 99.14% | 99.14% |
02.05.2024 | - | 0.22 CHF | - CHF | 435'800 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.98% |
30.04.2024 | - | 0.30 CHF | - CHF | 522'300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
29.04.2024 | 4.70% | 0.22 CHF | 0.23 CHF | 683'900 | 683'900 | 307'743 | 307'743 | 66'368 CHF | 69'451 CHF | 98.99% | 98.99% |
26.04.2024 | 4.14% | 0.24 CHF | 0.25 CHF | 500'400 | 500'400 | 224'892 | 224'892 | 53'896 CHF | 56'152 CHF | 98.97% | 98.97% |
25.04.2024 | 3.91% | 0.27 CHF | 0.28 CHF | 530'400 | 530'400 | 231'102 | 231'102 | 60'300 CHF | 62'616 CHF | 99.61% | 99.61% |
24.04.2024 | 4.96% | 0.23 CHF | 0.24 CHF | 646'400 | 646'400 | 280'273 | 280'273 | 57'698 CHF | 60'507 CHF | 99.91% | 99.91% |
23.04.2024 | 4.03% | 0.21 CHF | 0.22 CHF | 481'400 | 481'400 | 222'843 | 222'843 | 53'159 CHF | 55'392 CHF | 100.00% | 100.00% |