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 | 1.73% | 0.59 CHF | 0.60 CHF | 125'700 | 125'700 | 125'549 | 125'549 | 72'103 CHF | 73'360 CHF | 100.00% | 100.00% |
15.05.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 114'800 | 114'800 | 114'496 | 114'496 | 95'892 CHF | 97'040 CHF | 100.00% | 100.00% |
14.05.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 129'500 | 129'500 | 132'668 | 132'668 | 125'972 CHF | 127'298 CHF | 99.71% | 99.71% |
13.05.2024 | 1.16% | 0.82 CHF | 0.83 CHF | 115'800 | 115'800 | 115'800 | 115'800 | 99'200 CHF | 100'358 CHF | 99.47% | 99.47% |
10.05.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 102'900 | 102'900 | 102'900 | 102'900 | 90'109 CHF | 91'138 CHF | 100.00% | 100.00% |
08.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 101'700 | 101'700 | 101'700 | 101'700 | 103'287 CHF | 104'304 CHF | 98.62% | 98.62% |
07.05.2024 | 0.91% | 1.03 CHF | 1.04 CHF | 90'200 | 90'200 | 90'197 | 90'197 | 98'331 CHF | 99'233 CHF | 99.42% | 99.42% |
06.05.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 85'800 | 85'800 | 85'946 | 85'946 | 100'293 CHF | 101'152 CHF | 100.00% | 100.00% |
03.05.2024 | 0.77% | 1.23 CHF | 1.24 CHF | 76'600 | 76'600 | 76'372 | 76'372 | 99'113 CHF | 99'876 CHF | 99.97% | 99.97% |
02.05.2024 | 0.83% | 1.39 CHF | 1.40 CHF | 97'600 | 97'600 | 95'610 | 95'610 | 115'370 CHF | 116'327 CHF | 98.51% | 98.51% |