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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 2.17% | 0.23 CHF | 0.24 CHF | 2'495'200 | 2'495'200 | 2'494'660 | 2'494'660 | 614'574 CHF | 628'063 CHF | 100.00% | 100.00% |
28.05.2024 | 3.40% | 0.27 CHF | 0.28 CHF | 2'285'900 | 2'285'900 | 2'285'900 | 2'285'900 | 661'450 CHF | 684'309 CHF | 100.00% | 100.00% |
27.05.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 2'402'800 | 2'402'800 | 2'401'150 | 2'401'150 | 710'244 CHF | 734'272 CHF | 99.11% | 99.11% |
24.05.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 2'375'400 | 2'375'400 | 2'375'400 | 2'375'400 | 670'283 CHF | 694'037 CHF | 100.00% | 100.00% |
23.05.2024 | 3.32% | 0.29 CHF | 0.30 CHF | 2'405'100 | 2'405'100 | 2'404'600 | 2'404'600 | 712'428 CHF | 736'479 CHF | 99.99% | 99.99% |
22.05.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 2'258'200 | 2'258'200 | 2'258'200 | 2'258'200 | 652'812 CHF | 675'394 CHF | 100.00% | 100.00% |
21.05.2024 | 3.29% | 0.31 CHF | 0.32 CHF | 2'158'700 | 2'158'700 | 2'157'000 | 2'157'000 | 646'269 CHF | 667'856 CHF | 99.83% | 99.83% |
17.05.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 2'185'100 | 2'185'100 | 2'185'100 | 2'185'100 | 664'722 CHF | 686'573 CHF | 100.00% | 100.00% |
16.05.2024 | 3.02% | 0.32 CHF | 0.33 CHF | 2'032'400 | 2'032'400 | 2'030'650 | 2'030'650 | 662'802 CHF | 683'126 CHF | 100.00% | 100.00% |
15.05.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 2'068'100 | 2'068'100 | 2'062'930 | 2'062'930 | 692'791 CHF | 713'472 CHF | 99.50% | 99.50% |