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 | 3.35% | 0.29 CHF | 0.30 CHF | 506'000 | 506'000 | 217'319 | 217'319 | 64'875 CHF | 67'055 CHF | 100.00% | 100.00% |
15.05.2024 | 3.06% | 0.31 CHF | 0.32 CHF | 455'700 | 455'700 | 193'063 | 193'063 | 62'797 CHF | 64'734 CHF | 100.00% | 100.00% |
14.05.2024 | 2.78% | 0.37 CHF | 0.38 CHF | 439'200 | 439'200 | 185'802 | 185'802 | 67'522 CHF | 69'384 CHF | 99.89% | 99.89% |
13.05.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 408'700 | 408'700 | 171'605 | 171'605 | 63'169 CHF | 64'887 CHF | 100.00% | 100.00% |
10.05.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 357'600 | 357'600 | 151'789 | 151'789 | 61'357 CHF | 62'877 CHF | 100.00% | 100.00% |
08.05.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 379'300 | 379'300 | 156'905 | 156'905 | 64'439 CHF | 66'010 CHF | 98.99% | 98.99% |
07.05.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 394'100 | 394'100 | 167'308 | 167'308 | 66'092 CHF | 67'767 CHF | 97.82% | 97.82% |
06.05.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 305'800 | 305'800 | 129'325 | 129'325 | 54'342 CHF | 55'637 CHF | 100.00% | 100.00% |
03.05.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 289'400 | 289'400 | 122'290 | 122'290 | 62'652 CHF | 63'877 CHF | 99.84% | 99.84% |
02.05.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 260'100 | 260'100 | 108'802 | 108'802 | 62'216 CHF | 63'305 CHF | 99.99% | 99.99% |