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 | 2.67% | 0.33 CHF | 0.34 CHF | 337'700 | 337'700 | 329'894 | 329'894 | 122'703 CHF | 126'004 CHF | 100.00% | 100.00% |
15.05.2024 | 2.52% | 0.41 CHF | 0.42 CHF | 336'300 | 336'300 | 334'671 | 334'671 | 131'962 CHF | 135'317 CHF | 100.00% | 100.00% |
14.05.2024 | 2.12% | 0.41 CHF | 0.42 CHF | 323'100 | 323'100 | 316'381 | 316'381 | 148'707 CHF | 151'871 CHF | 100.00% | 100.00% |
13.05.2024 | - | 0.44 CHF | 0.40 CHF | 355'000 | 71'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.49% |
10.05.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 377'400 | 377'400 | 375'845 | 375'845 | 149'497 CHF | 153'255 CHF | 100.00% | 100.00% |
08.05.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 406'800 | 406'800 | 405'054 | 405'054 | 136'538 CHF | 140'589 CHF | 98.93% | 98.93% |
07.05.2024 | 3.07% | 0.35 CHF | 0.36 CHF | 448'900 | 448'900 | 447'017 | 447'017 | 143'543 CHF | 148'013 CHF | 99.47% | 99.47% |
06.05.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 464'800 | 464'800 | 455'106 | 455'106 | 140'569 CHF | 145'120 CHF | 100.00% | 100.00% |
03.05.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 451'600 | 451'600 | 445'423 | 445'423 | 134'578 CHF | 139'032 CHF | 99.98% | 99.98% |
02.05.2024 | 2.93% | 0.31 CHF | 0.32 CHF | 523'900 | 523'900 | 521'709 | 521'709 | 175'782 CHF | 180'999 CHF | 98.58% | 98.58% |