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 | 2.42% | 0.41 CHF | 0.42 CHF | 516'400 | 516'400 | 584'331 | 584'331 | 239'687 CHF | 245'535 CHF | 100.00% | 100.00% |
15.05.2024 | 2.99% | 0.39 CHF | 0.40 CHF | 651'800 | 651'800 | 686'405 | 686'407 | 227'531 CHF | 234'412 CHF | 99.83% | 99.83% |
14.05.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 726'300 | 726'300 | 759'948 | 759'948 | 218'002 CHF | 225'574 CHF | 99.88% | 99.88% |
13.05.2024 | 2.49% | 0.27 CHF | 0.28 CHF | 795'400 | 795'400 | 729'639 | 729'639 | 196'950 CHF | 202'062 CHF | 100.00% | 100.00% |
10.05.2024 | 3.09% | 0.28 CHF | 0.28 CHF | 660'700 | 660'700 | 764'446 | 764'446 | 235'977 CHF | 243'399 CHF | 99.99% | 99.99% |
08.05.2024 | 2.38% | 0.22 CHF | 0.23 CHF | 979'800 | 979'800 | 975'048 | 975'048 | 202'584 CHF | 207'460 CHF | 99.29% | 99.29% |
07.05.2024 | 2.33% | 0.22 CHF | 0.22 CHF | 970'300 | 970'300 | 1'086'210 | 1'086'210 | 229'986 CHF | 235'419 CHF | 100.00% | 100.00% |
06.05.2024 | 2.43% | 0.21 CHF | 0.22 CHF | 1'208'100 | 1'208'100 | 1'208'100 | 1'208'100 | 245'568 CHF | 251'608 CHF | 100.00% | 100.00% |
03.05.2024 | 3.08% | 0.15 CHF | 0.16 CHF | 1'208'100 | 1'208'100 | 1'260'740 | 1'260'740 | 202'504 CHF | 208'808 CHF | 98.73% | 98.73% |
02.05.2024 | 3.18% | 0.17 CHF | 0.18 CHF | 1'315'100 | 1'315'100 | 1'260'540 | 1'260'540 | 195'820 CHF | 202'122 CHF | 100.00% | 100.00% |