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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 260'100 | 260'100 | 258'343 | 258'343 | 154'005 CHF | 156'595 CHF | 100.00% | 100.00% |
14.05.2024 | 1.75% | 0.59 CHF | 0.60 CHF | 271'100 | 271'100 | 272'321 | 272'321 | 154'573 CHF | 157'297 CHF | 99.99% | 99.99% |
13.05.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 273'900 | 273'900 | 271'667 | 271'667 | 152'459 CHF | 155'175 CHF | 100.00% | 100.00% |
10.05.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 272'600 | 272'600 | 270'652 | 270'652 | 152'626 CHF | 155'332 CHF | 100.00% | 100.00% |
08.05.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 258'300 | 258'300 | 258'518 | 258'518 | 149'553 CHF | 152'139 CHF | 99.09% | 99.09% |
07.05.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 279'300 | 279'300 | 280'759 | 280'759 | 160'825 CHF | 163'633 CHF | 99.53% | 99.53% |
06.05.2024 | 1.95% | 0.53 CHF | 0.54 CHF | 305'500 | 305'500 | 310'132 | 310'132 | 157'741 CHF | 160'842 CHF | 100.00% | 100.00% |
03.05.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 326'700 | 326'700 | 328'447 | 328'447 | 156'460 CHF | 159'744 CHF | 100.00% | 100.00% |
02.05.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 336'600 | 336'600 | 333'625 | 333'625 | 153'929 CHF | 157'265 CHF | 100.00% | 100.00% |
30.04.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 330'100 | 330'100 | 328'344 | 328'344 | 149'727 CHF | 153'012 CHF | 100.00% | 100.00% |