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 | 0.53% | 1.88 CHF | 1.89 CHF | 201'300 | 201'300 | 101'458 | 101'458 | 197'656 CHF | 198'675 CHF | 100.00% | 100.00% |
15.05.2024 | 0.57% | 1.94 CHF | 1.95 CHF | 224'400 | 224'400 | 109'759 | 109'759 | 202'376 CHF | 203'481 CHF | 99.99% | 99.99% |
14.05.2024 | 0.50% | 1.74 CHF | 1.75 CHF | 182'900 | 182'900 | 94'097 | 94'097 | 186'393 CHF | 187'336 CHF | 99.99% | 99.99% |
13.05.2024 | 0.47% | 2.01 CHF | 2.02 CHF | 170'400 | 170'400 | 86'605 | 86'605 | 184'545 CHF | 185'412 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 2.26 CHF | 2.27 CHF | 194'100 | 194'100 | 93'403 | 93'403 | 196'379 CHF | 197'315 CHF | 100.00% | 100.00% |
08.05.2024 | 0.52% | 1.98 CHF | 1.99 CHF | 221'500 | 221'500 | 108'981 | 108'981 | 216'691 CHF | 217'783 CHF | 95.76% | 95.76% |
07.05.2024 | 0.60% | 1.75 CHF | 1.76 CHF | 256'600 | 256'600 | 125'835 | 125'835 | 217'219 CHF | 218'480 CHF | 97.29% | 97.29% |
06.05.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 229'700 | 229'700 | 114'487 | 114'487 | 186'721 CHF | 187'868 CHF | 98.41% | 98.41% |
03.05.2024 | 0.58% | 1.82 CHF | 1.83 CHF | 227'300 | 227'300 | 110'361 | 110'361 | 192'511 CHF | 193'617 CHF | 99.94% | 99.94% |
02.05.2024 | 0.60% | 1.81 CHF | 1.82 CHF | 222'400 | 222'400 | 109'691 | 109'691 | 190'086 CHF | 191'185 CHF | 99.97% | 99.97% |