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 | 2.74% | 0.34 CHF | 0.35 CHF | 680'700 | 680'700 | 665'000 | 665'000 | 240'309 CHF | 246'963 CHF | 100.00% | 100.00% |
15.05.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 668'600 | 668'600 | 665'369 | 665'369 | 246'594 CHF | 253'264 CHF | 100.00% | 100.00% |
14.05.2024 | 2.44% | 0.38 CHF | 0.39 CHF | 657'400 | 657'400 | 643'690 | 643'690 | 260'908 CHF | 267'345 CHF | 100.00% | 100.00% |
13.05.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 685'100 | 685'100 | 682'265 | 682'265 | 262'005 CHF | 268'828 CHF | 99.48% | 99.48% |
10.05.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 703'700 | 703'700 | 700'798 | 700'798 | 260'221 CHF | 267'229 CHF | 100.00% | 100.00% |
08.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 738'700 | 738'700 | 735'525 | 735'525 | 251'018 CHF | 258'375 CHF | 98.93% | 98.93% |
07.05.2024 | 2.97% | 0.35 CHF | 0.36 CHF | 771'500 | 771'500 | 768'258 | 768'258 | 255'236 CHF | 262'919 CHF | 99.47% | 99.47% |
06.05.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 795'400 | 795'400 | 778'847 | 778'847 | 253'317 CHF | 261'106 CHF | 100.00% | 100.00% |
03.05.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 785'700 | 785'700 | 774'927 | 774'927 | 249'998 CHF | 257'747 CHF | 99.99% | 99.99% |
02.05.2024 | 2.88% | 0.33 CHF | 0.34 CHF | 827'400 | 827'400 | 823'937 | 823'937 | 281'808 CHF | 290'047 CHF | 98.58% | 98.58% |