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 | 2.16% | 0.44 CHF | 0.45 CHF | 170'500 | 170'500 | 170'338 | 170'338 | 78'384 CHF | 80'089 CHF | 100.00% | 100.00% |
15.05.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 165'000 | 165'000 | 164'568 | 164'568 | 80'752 CHF | 82'402 CHF | 100.00% | 100.00% |
14.05.2024 | 1.96% | 0.48 CHF | 0.49 CHF | 159'700 | 159'700 | 159'698 | 159'698 | 80'723 CHF | 82'320 CHF | 99.79% | 99.79% |
13.05.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 162'500 | 162'500 | 162'500 | 162'500 | 79'632 CHF | 81'257 CHF | 100.00% | 100.00% |
10.05.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 176'300 | 176'300 | 176'300 | 176'300 | 79'581 CHF | 81'344 CHF | 100.00% | 100.00% |
08.05.2024 | 2.08% | 0.45 CHF | 0.46 CHF | 164'300 | 164'300 | 164'285 | 164'285 | 78'045 CHF | 79'688 CHF | 99.63% | 99.63% |
07.05.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 162'200 | 162'200 | 162'161 | 162'161 | 79'581 CHF | 81'203 CHF | 99.83% | 99.83% |
06.05.2024 | 2.18% | 0.49 CHF | 0.50 CHF | 171'300 | 171'300 | 171'300 | 171'300 | 77'905 CHF | 79'618 CHF | 100.00% | 100.00% |
03.05.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 171'900 | 171'900 | 171'900 | 171'900 | 81'049 CHF | 82'768 CHF | 100.00% | 100.00% |
02.05.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 182'000 | 182'000 | 182'000 | 182'000 | 80'556 CHF | 82'376 CHF | 100.00% | 100.00% |