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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 623'400 | 623'400 | 620'770 | 620'770 | 230'765 CHF | 237'031 CHF | 99.50% | 99.50% |
24.05.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 629'100 | 629'100 | 616'413 | 616'413 | 228'443 CHF | 234'607 CHF | 100.00% | 100.00% |
23.05.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 608'100 | 608'100 | 618'695 | 618'695 | 233'270 CHF | 239'460 CHF | 100.00% | 100.00% |
22.05.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 626'300 | 626'300 | 595'187 | 595'187 | 225'362 CHF | 231'314 CHF | 100.00% | 100.00% |
21.05.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 574'700 | 574'700 | 574'111 | 574'111 | 230'021 CHF | 235'762 CHF | 99.19% | 99.19% |
17.05.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 566'500 | 566'500 | 539'161 | 539'161 | 221'396 CHF | 226'788 CHF | 100.00% | 100.00% |
16.05.2024 | 2.23% | 0.43 CHF | 0.44 CHF | 521'100 | 521'100 | 528'656 | 528'656 | 235'334 CHF | 240'626 CHF | 100.00% | 100.00% |
15.05.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 534'600 | 534'600 | 544'616 | 544'616 | 235'749 CHF | 241'210 CHF | 99.84% | 99.84% |
14.05.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 553'800 | 553'800 | 545'081 | 545'081 | 230'035 CHF | 235'486 CHF | 99.89% | 99.89% |
13.05.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 539'500 | 539'500 | 542'562 | 542'562 | 231'763 CHF | 237'188 CHF | 100.00% | 100.00% |