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 | 2.56% | 0.21 CHF | 0.21 CHF | 809'100 | 809'100 | 806'973 | 806'973 | 156'487 CHF | 160'533 CHF | 100.00% | 100.00% |
14.05.2024 | 2.60% | 0.20 CHF | 0.20 CHF | 815'800 | 815'800 | 815'799 | 815'799 | 155'140 CHF | 159'219 CHF | 99.31% | 99.31% |
13.05.2024 | 2.77% | 0.18 CHF | 0.19 CHF | 857'000 | 857'000 | 857'000 | 857'000 | 152'499 CHF | 156'784 CHF | 100.00% | 100.00% |
10.05.2024 | 2.57% | 0.19 CHF | 0.19 CHF | 844'200 | 844'200 | 844'200 | 844'200 | 162'071 CHF | 166'292 CHF | 99.99% | 99.99% |
08.05.2024 | 2.60% | 0.19 CHF | 0.20 CHF | 848'800 | 848'800 | 848'800 | 848'800 | 161'345 CHF | 165'589 CHF | 99.77% | 99.77% |
07.05.2024 | 2.16% | 0.23 CHF | 0.23 CHF | 694'000 | 694'000 | 693'888 | 693'888 | 159'076 CHF | 162'546 CHF | 98.37% | 98.37% |
06.05.2024 | 2.23% | 0.23 CHF | 0.24 CHF | 811'000 | 811'000 | 811'000 | 811'000 | 179'907 CHF | 183'962 CHF | 100.00% | 100.00% |
03.05.2024 | 2.74% | 0.19 CHF | 0.20 CHF | 811'000 | 811'000 | 811'000 | 811'000 | 146'073 CHF | 150'128 CHF | 99.88% | 99.88% |
02.05.2024 | 2.60% | 0.18 CHF | 0.19 CHF | 811'000 | 811'000 | 811'000 | 811'000 | 153'850 CHF | 157'905 CHF | 99.57% | 99.57% |
30.04.2024 | 2.36% | 0.20 CHF | 0.20 CHF | 771'500 | 771'500 | 771'130 | 771'130 | 161'409 CHF | 165'267 CHF | 100.00% | 100.00% |