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 | 2.38% | 0.22 CHF | 0.22 CHF | 757'900 | 757'900 | 770'904 | 770'904 | 160'691 CHF | 164'549 CHF | 100.00% | 100.00% |
15.05.2024 | 2.42% | 0.21 CHF | 0.22 CHF | 780'800 | 780'800 | 780'875 | 780'875 | 160'343 CHF | 164'257 CHF | 100.00% | 100.00% |
14.05.2024 | 2.45% | 0.21 CHF | 0.21 CHF | 784'300 | 784'300 | 804'878 | 804'878 | 162'083 CHF | 166'107 CHF | 99.98% | 99.98% |
13.05.2024 | 2.55% | 0.20 CHF | 0.21 CHF | 818'700 | 818'700 | 819'420 | 819'420 | 158'664 CHF | 162'761 CHF | 100.00% | 100.00% |
10.05.2024 | 2.59% | 0.19 CHF | 0.20 CHF | 820'100 | 820'100 | 840'244 | 840'244 | 159'867 CHF | 164'068 CHF | 100.00% | 100.00% |
08.05.2024 | 2.63% | 0.19 CHF | 0.19 CHF | 834'200 | 834'200 | 835'271 | 835'271 | 156'856 CHF | 161'032 CHF | 99.16% | 99.16% |
07.05.2024 | 2.61% | 0.19 CHF | 0.20 CHF | 836'100 | 836'100 | 852'102 | 852'102 | 160'999 CHF | 165'260 CHF | 99.69% | 99.69% |
06.05.2024 | 2.72% | 0.19 CHF | 0.19 CHF | 863'100 | 863'100 | 872'067 | 872'067 | 158'024 CHF | 162'384 CHF | 100.00% | 100.00% |
03.05.2024 | 2.75% | 0.18 CHF | 0.18 CHF | 878'300 | 878'300 | 863'477 | 863'477 | 154'981 CHF | 159'298 CHF | 98.78% | 98.78% |
02.05.2024 | 2.66% | 0.19 CHF | 0.19 CHF | 854'100 | 854'100 | 795'996 | 795'996 | 147'497 CHF | 151'477 CHF | 100.00% | 100.00% |