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 | 1.98% | 0.49 CHF | 0.50 CHF | 264'000 | 264'000 | 259'452 | 259'452 | 129'848 CHF | 132'445 CHF | 100.00% | 100.00% |
15.05.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 237'900 | 237'900 | 236'874 | 236'874 | 124'639 CHF | 127'014 CHF | 100.00% | 100.00% |
14.05.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 243'300 | 243'300 | 242'295 | 242'295 | 131'239 CHF | 133'662 CHF | 99.95% | 99.95% |
13.05.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 252'600 | 252'600 | 256'690 | 256'690 | 129'768 CHF | 132'335 CHF | 100.00% | 100.00% |
10.05.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 257'300 | 257'300 | 258'202 | 258'202 | 125'042 CHF | 127'624 CHF | 100.00% | 100.00% |
08.05.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 242'000 | 242'000 | 240'939 | 240'939 | 112'805 CHF | 115'215 CHF | 98.83% | 98.83% |
07.05.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 240'100 | 240'100 | 242'947 | 242'947 | 127'078 CHF | 129'507 CHF | 97.66% | 97.66% |
06.05.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 248'700 | 248'700 | 246'469 | 246'469 | 129'322 CHF | 131'787 CHF | 100.00% | 100.00% |
03.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 252'600 | 252'600 | 251'559 | 251'559 | 127'900 CHF | 130'415 CHF | 100.00% | 100.00% |
02.05.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 248'700 | 248'700 | 247'675 | 247'675 | 125'324 CHF | 127'801 CHF | 100.00% | 100.00% |