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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 202'200 | 202'200 | 202'062 | 202'062 | 209'466 CHF | 211'487 CHF | 100.00% | 100.00% |
22.05.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 202'100 | 202'100 | 205'919 | 205'919 | 212'676 CHF | 214'735 CHF | 100.00% | 100.00% |
21.05.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 208'500 | 208'500 | 209'867 | 209'867 | 209'256 CHF | 211'355 CHF | 99.15% | 99.15% |
17.05.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 217'800 | 217'800 | 225'311 | 225'311 | 216'386 CHF | 218'639 CHF | 100.00% | 100.00% |
16.05.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 230'300 | 230'300 | 233'153 | 233'153 | 208'708 CHF | 211'041 CHF | 100.00% | 100.00% |
15.05.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 235'400 | 235'400 | 235'266 | 235'266 | 208'055 CHF | 210'414 CHF | 100.00% | 100.00% |
14.05.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 236'200 | 236'200 | 240'756 | 240'756 | 209'989 CHF | 212'396 CHF | 99.99% | 99.99% |
13.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 243'800 | 243'800 | 243'980 | 243'980 | 206'509 CHF | 208'949 CHF | 100.00% | 100.00% |
10.05.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 244'200 | 244'200 | 248'590 | 248'590 | 208'026 CHF | 210'511 CHF | 100.00% | 100.00% |
08.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 247'300 | 247'300 | 247'537 | 247'537 | 204'669 CHF | 207'145 CHF | 99.16% | 99.16% |