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 | 3.78% | 0.26 CHF | 0.27 CHF | 630'700 | 630'700 | 625'629 | 625'629 | 162'472 CHF | 168'734 CHF | 100.00% | 100.00% |
15.05.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 543'600 | 543'600 | 581'287 | 581'287 | 150'788 CHF | 156'616 CHF | 100.00% | 100.00% |
14.05.2024 | 3.65% | 0.26 CHF | 0.27 CHF | 604'400 | 604'400 | 604'370 | 604'370 | 162'411 CHF | 168'455 CHF | 100.00% | 100.00% |
13.05.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 563'600 | 563'600 | 563'600 | 563'600 | 153'769 CHF | 159'405 CHF | 100.00% | 100.00% |
10.05.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 528'500 | 528'500 | 528'500 | 528'500 | 147'900 CHF | 153'185 CHF | 100.00% | 100.00% |
08.05.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 480'900 | 480'900 | 480'900 | 480'900 | 143'313 CHF | 148'122 CHF | 99.25% | 99.25% |
07.05.2024 | 3.05% | 0.31 CHF | 0.32 CHF | 467'200 | 467'200 | 467'151 | 467'151 | 150'669 CHF | 155'341 CHF | 95.47% | 95.47% |
06.05.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 444'300 | 444'300 | 444'300 | 444'300 | 146'924 CHF | 151'367 CHF | 98.43% | 98.43% |
03.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 446'300 | 446'300 | 446'300 | 446'300 | 152'355 CHF | 156'818 CHF | 99.99% | 99.99% |
02.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 438'000 | 438'000 | 438'000 | 438'000 | 149'351 CHF | 153'731 CHF | 100.00% | 100.00% |