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 | 2.18% | 0.49 CHF | 0.50 CHF | 206'500 | 206'500 | 99'825 | 99'825 | 46'751 CHF | 47'753 CHF | 100.00% | 100.00% |
15.05.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 216'500 | 216'500 | 105'043 | 105'043 | 43'160 CHF | 44'214 CHF | 100.00% | 100.00% |
14.05.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 254'100 | 254'100 | 118'984 | 118'984 | 45'584 CHF | 46'776 CHF | 99.99% | 99.99% |
13.05.2024 | 2.99% | 0.41 CHF | 0.42 CHF | 278'500 | 278'500 | 137'568 | 137'568 | 48'548 CHF | 49'926 CHF | 100.00% | 100.00% |
10.05.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 275'000 | 275'000 | 134'230 | 134'230 | 46'430 CHF | 47'774 CHF | 100.00% | 100.00% |
08.05.2024 | 2.81% | 0.31 CHF | 0.32 CHF | 235'600 | 235'600 | 111'250 | 111'250 | 38'810 CHF | 39'924 CHF | 98.74% | 98.74% |
07.05.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 209'700 | 209'700 | 103'128 | 103'128 | 45'786 CHF | 46'818 CHF | 97.82% | 97.82% |
06.05.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 217'100 | 217'100 | 106'125 | 106'125 | 45'724 CHF | 46'787 CHF | 100.00% | 100.00% |
03.05.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 247'200 | 247'200 | 109'254 | 109'254 | 43'817 CHF | 44'911 CHF | 99.99% | 99.99% |
02.05.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 254'900 | 254'900 | 119'055 | 119'055 | 45'751 CHF | 46'944 CHF | 100.00% | 100.00% |