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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 361'600 | 361'600 | 361'600 | 361'600 | 633'811 CHF | 637'427 CHF | 100.00% | 100.00% |
16.05.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 354'800 | 354'800 | 354'585 | 354'585 | 690'200 CHF | 693'748 CHF | 100.00% | 100.00% |
15.05.2024 | 0.54% | 1.97 CHF | 1.98 CHF | 416'100 | 416'100 | 415'044 | 415'044 | 769'684 CHF | 773'845 CHF | 100.00% | 100.00% |
14.05.2024 | 0.58% | 1.66 CHF | 1.67 CHF | 392'500 | 392'500 | 392'499 | 392'499 | 679'858 CHF | 683'782 CHF | 99.45% | 99.45% |
13.05.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 400'900 | 400'900 | 400'900 | 400'900 | 708'457 CHF | 712'466 CHF | 100.00% | 100.00% |
10.05.2024 | 0.55% | 1.72 CHF | 1.73 CHF | 385'100 | 385'100 | 385'100 | 385'100 | 701'322 CHF | 705'173 CHF | 100.00% | 100.00% |
08.05.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 341'200 | 341'200 | 341'160 | 341'162 | 656'879 CHF | 660'295 CHF | 99.77% | 99.77% |
07.05.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 370'200 | 370'200 | 369'996 | 369'996 | 733'687 CHF | 737'389 CHF | 99.46% | 99.46% |
06.05.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 388'800 | 388'800 | 388'800 | 388'800 | 748'276 CHF | 752'164 CHF | 100.00% | 100.00% |
03.05.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 417'000 | 417'000 | 417'000 | 417'000 | 728'280 CHF | 732'450 CHF | 99.98% | 99.98% |