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 | 0.72% | 1.37 CHF | 1.38 CHF | 166'300 | 166'300 | 166'155 | 166'155 | 229'321 CHF | 230'984 CHF | 100.00% | 100.00% |
15.05.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 172'000 | 172'000 | 171'549 | 171'549 | 241'847 CHF | 243'567 CHF | 100.00% | 100.00% |
14.05.2024 | 0.77% | 1.38 CHF | 1.39 CHF | 184'600 | 184'600 | 184'600 | 184'600 | 238'549 CHF | 240'395 CHF | 99.77% | 99.77% |
13.05.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 188'400 | 188'400 | 188'400 | 188'400 | 233'326 CHF | 235'210 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 195'300 | 195'300 | 195'300 | 195'300 | 239'526 CHF | 241'479 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 185'800 | 185'800 | 185'776 | 185'776 | 226'109 CHF | 227'967 CHF | 99.44% | 99.44% |
07.05.2024 | 0.85% | 1.24 CHF | 1.25 CHF | 214'500 | 214'500 | 214'412 | 214'412 | 251'263 CHF | 253'408 CHF | 99.95% | 99.95% |
06.05.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 230'600 | 230'600 | 230'600 | 230'600 | 234'101 CHF | 236'407 CHF | 100.00% | 100.00% |
03.05.2024 | 0.97% | 0.96 CHF | 0.97 CHF | 217'000 | 217'000 | 217'000 | 217'000 | 223'604 CHF | 225'774 CHF | 99.97% | 99.97% |
02.05.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 225'700 | 225'700 | 225'700 | 225'700 | 234'977 CHF | 237'234 CHF | 99.61% | 99.61% |