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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 4.72% | 0.21 CHF | 0.22 CHF | 589'600 | 589'600 | 584'567 | 584'567 | 121'113 CHF | 126'964 CHF | 100.00% | 100.00% |
15.05.2024 | 4.40% | 0.22 CHF | 0.23 CHF | 573'100 | 573'100 | 563'443 | 563'443 | 126'039 CHF | 131'688 CHF | 100.00% | 100.00% |
14.05.2024 | 4.50% | 0.22 CHF | 0.23 CHF | 588'900 | 588'900 | 594'382 | 594'382 | 129'291 CHF | 135'235 CHF | 99.95% | 99.95% |
13.05.2024 | 4.83% | 0.21 CHF | 0.22 CHF | 608'800 | 608'800 | 607'395 | 607'395 | 122'781 CHF | 128'855 CHF | 100.00% | 100.00% |
10.05.2024 | 4.77% | 0.21 CHF | 0.22 CHF | 604'300 | 604'300 | 601'810 | 601'810 | 123'177 CHF | 129'195 CHF | 100.00% | 100.00% |
08.05.2024 | 4.77% | 0.20 CHF | 0.21 CHF | 597'800 | 597'800 | 590'917 | 590'917 | 120'918 CHF | 126'828 CHF | 99.06% | 99.06% |
07.05.2024 | 4.63% | 0.22 CHF | 0.23 CHF | 607'700 | 607'700 | 605'912 | 605'912 | 127'795 CHF | 133'854 CHF | 97.65% | 97.65% |
06.05.2024 | 4.76% | 0.21 CHF | 0.22 CHF | 639'900 | 639'900 | 634'209 | 634'209 | 130'041 CHF | 136'383 CHF | 100.00% | 100.00% |
03.05.2024 | 5.01% | 0.20 CHF | 0.21 CHF | 666'900 | 666'900 | 660'956 | 660'956 | 128'621 CHF | 135'231 CHF | 100.00% | 100.00% |
02.05.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 665'500 | 665'500 | 662'175 | 662'175 | 126'135 CHF | 132'756 CHF | 100.00% | 100.00% |