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 | 0.29% | 3.42 CHF | 3.43 CHF | 221'200 | 221'200 | 221'032 | 221'032 | 762'029 CHF | 764'241 CHF | 100.00% | 100.00% |
15.05.2024 | 0.32% | 3.31 CHF | 3.32 CHF | 240'400 | 240'400 | 239'774 | 239'774 | 757'683 CHF | 760'086 CHF | 99.90% | 99.90% |
14.05.2024 | 0.34% | 3.03 CHF | 3.04 CHF | 243'300 | 243'300 | 243'300 | 243'300 | 714'108 CHF | 716'541 CHF | 99.30% | 99.30% |
13.05.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 248'000 | 248'000 | 248'000 | 248'000 | 728'649 CHF | 731'129 CHF | 100.00% | 100.00% |
10.05.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 277'200 | 277'200 | 277'200 | 277'200 | 793'218 CHF | 795'990 CHF | 100.00% | 100.00% |
08.05.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 296'300 | 296'300 | 296'300 | 296'300 | 752'996 CHF | 755'959 CHF | 99.77% | 99.77% |
07.05.2024 | 0.43% | 2.43 CHF | 2.44 CHF | 339'000 | 339'000 | 338'932 | 338'932 | 789'402 CHF | 792'792 CHF | 96.10% | 96.10% |
06.05.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 353'300 | 353'300 | 353'300 | 353'300 | 746'858 CHF | 750'391 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 370'900 | 370'900 | 370'900 | 370'900 | 736'426 CHF | 740'135 CHF | 99.91% | 99.91% |
02.05.2024 | 0.51% | 1.88 CHF | 1.89 CHF | 355'300 | 355'300 | 355'300 | 355'300 | 696'354 CHF | 699'907 CHF | 99.59% | 99.59% |