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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 775'300 | 775'300 | 773'304 | 773'343 | 529'376 CHF | 537'158 CHF | 100.00% | 100.00% |
14.05.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 814'900 | 814'900 | 814'822 | 814'822 | 520'841 CHF | 528'990 CHF | 100.00% | 100.00% |
13.05.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 834'400 | 834'400 | 834'400 | 834'400 | 527'563 CHF | 535'907 CHF | 100.00% | 100.00% |
10.05.2024 | 1.54% | 0.62 CHF | 0.63 CHF | 771'400 | 771'400 | 771'400 | 771'400 | 498'787 CHF | 506'501 CHF | 100.00% | 100.00% |
08.05.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 781'400 | 781'400 | 781'325 | 781'325 | 502'708 CHF | 510'522 CHF | 99.77% | 99.77% |
07.05.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 800'100 | 800'100 | 799'812 | 799'980 | 528'700 CHF | 536'812 CHF | 98.32% | 98.32% |
06.05.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 804'800 | 804'800 | 804'800 | 804'800 | 527'187 CHF | 535'235 CHF | 100.00% | 100.00% |
03.05.2024 | 1.62% | 0.64 CHF | 0.65 CHF | 882'400 | 882'400 | 882'381 | 882'400 | 540'444 CHF | 549'280 CHF | 100.00% | 100.00% |
02.05.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 925'100 | 925'100 | 925'100 | 925'100 | 523'387 CHF | 532'638 CHF | 99.57% | 99.57% |
30.04.2024 | 1.80% | 0.53 CHF | 0.54 CHF | 940'300 | 940'300 | 939'920 | 939'920 | 517'276 CHF | 526'679 CHF | 100.00% | 100.00% |