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 | 4.55% | 0.23 CHF | 0.24 CHF | 1'729'100 | 1'729'100 | 871'027 | 871'027 | 190'796 CHF | 199'540 CHF | 100.00% | 100.00% |
15.05.2024 | 4.21% | 0.22 CHF | 0.23 CHF | 1'639'300 | 1'639'300 | 801'849 | 801'849 | 187'898 CHF | 195'973 CHF | 100.00% | 100.00% |
14.05.2024 | 4.58% | 0.25 CHF | 0.26 CHF | 1'738'600 | 1'738'600 | 894'459 | 894'459 | 198'955 CHF | 207'919 CHF | 99.98% | 99.98% |
13.05.2024 | 4.91% | 0.22 CHF | 0.23 CHF | 1'899'800 | 1'899'800 | 965'266 | 965'266 | 199'704 CHF | 209'377 CHF | 100.00% | 100.00% |
10.05.2024 | 4.61% | 0.20 CHF | 0.21 CHF | 1'836'600 | 1'836'600 | 883'401 | 883'401 | 187'561 CHF | 196'414 CHF | 100.00% | 100.00% |
08.05.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 1'603'300 | 1'603'300 | 788'709 | 788'709 | 178'590 CHF | 186'494 CHF | 95.77% | 95.77% |
07.05.2024 | 3.70% | 0.26 CHF | 0.27 CHF | 1'369'800 | 1'369'800 | 671'700 | 671'700 | 179'053 CHF | 185'785 CHF | 97.29% | 97.29% |
06.05.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 1'431'400 | 1'431'400 | 713'072 | 713'072 | 203'160 CHF | 210'302 CHF | 98.41% | 98.41% |
03.05.2024 | 3.79% | 0.26 CHF | 0.27 CHF | 1'490'700 | 1'490'700 | 723'735 | 723'735 | 192'787 CHF | 200'039 CHF | 99.97% | 99.97% |
02.05.2024 | 3.59% | 0.26 CHF | 0.27 CHF | 1'458'300 | 1'458'300 | 719'289 | 719'289 | 196'108 CHF | 203'316 CHF | 100.00% | 100.00% |