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 | 2.08% | 0.50 CHF | 0.51 CHF | 304'200 | 304'200 | 296'858 | 296'858 | 141'690 CHF | 144'662 CHF | 100.00% | 100.00% |
15.05.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 292'600 | 292'600 | 282'556 | 282'556 | 140'648 CHF | 143'481 CHF | 99.84% | 99.84% |
14.05.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 277'200 | 277'200 | 283'372 | 283'372 | 149'359 CHF | 152'193 CHF | 99.87% | 99.87% |
13.05.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 287'600 | 287'600 | 284'838 | 284'838 | 146'733 CHF | 149'582 CHF | 100.00% | 100.00% |
10.05.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 283'200 | 283'200 | 274'948 | 274'948 | 142'028 CHF | 144'777 CHF | 100.00% | 100.00% |
08.05.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 272'200 | 272'200 | 278'656 | 278'656 | 149'649 CHF | 152'436 CHF | 99.16% | 99.16% |
07.05.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 283'000 | 283'000 | 290'353 | 290'353 | 150'499 CHF | 153'403 CHF | 99.70% | 99.70% |
06.05.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 295'400 | 295'400 | 290'346 | 290'346 | 143'577 CHF | 146'480 CHF | 100.00% | 100.00% |
03.05.2024 | 1.96% | 0.48 CHF | 0.49 CHF | 287'100 | 287'100 | 268'801 | 268'801 | 136'090 CHF | 138'778 CHF | 98.77% | 98.77% |
02.05.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 257'000 | 257'000 | 231'335 | 231'335 | 134'672 CHF | 136'985 CHF | 99.99% | 99.99% |