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 | 0.73% | 1.36 CHF | 1.37 CHF | 488'700 | 488'700 | 488'330 | 488'330 | 668'208 CHF | 673'095 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 1.30 CHF | 1.31 CHF | 540'500 | 540'500 | 539'098 | 539'098 | 662'067 CHF | 667'472 CHF | 99.89% | 99.89% |
14.05.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 548'600 | 548'600 | 548'600 | 548'600 | 614'446 CHF | 619'932 CHF | 99.29% | 99.29% |
13.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 561'300 | 561'300 | 561'300 | 561'300 | 629'367 CHF | 634'980 CHF | 100.00% | 100.00% |
10.05.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 642'200 | 642'200 | 642'196 | 642'200 | 696'663 CHF | 703'088 CHF | 100.00% | 100.00% |
08.05.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 696'100 | 696'100 | 696'100 | 696'100 | 651'534 CHF | 658'495 CHF | 99.77% | 99.77% |
07.05.2024 | 1.19% | 0.89 CHF | 0.90 CHF | 819'000 | 819'000 | 818'847 | 818'847 | 687'389 CHF | 695'579 CHF | 96.09% | 96.09% |
06.05.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 861'000 | 861'000 | 861'000 | 861'000 | 639'664 CHF | 648'274 CHF | 100.00% | 100.00% |
03.05.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 913'600 | 913'600 | 913'600 | 913'600 | 626'784 CHF | 635'920 CHF | 99.89% | 99.89% |
02.05.2024 | 1.47% | 0.64 CHF | 0.65 CHF | 866'500 | 866'500 | 866'500 | 866'500 | 583'997 CHF | 592'662 CHF | 99.56% | 99.56% |