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 | 4.32% | 0.12 CHF | 0.13 CHF | 692'800 | 692'800 | 692'211 | 692'211 | 78'593 CHF | 82'057 CHF | 100.00% | 100.00% |
15.05.2024 | 4.65% | 0.11 CHF | 0.12 CHF | 730'300 | 730'300 | 728'413 | 728'413 | 76'900 CHF | 80'551 CHF | 100.00% | 100.00% |
14.05.2024 | 4.66% | 0.11 CHF | 0.12 CHF | 769'400 | 769'400 | 769'394 | 769'394 | 80'707 CHF | 84'554 CHF | 99.79% | 99.79% |
13.05.2024 | 4.54% | 0.11 CHF | 0.11 CHF | 747'200 | 747'200 | 747'200 | 747'200 | 80'537 CHF | 84'273 CHF | 100.00% | 100.00% |
10.05.2024 | 4.12% | 0.12 CHF | 0.12 CHF | 641'900 | 641'900 | 641'900 | 641'900 | 76'234 CHF | 79'443 CHF | 100.00% | 100.00% |
08.05.2024 | 4.35% | 0.12 CHF | 0.13 CHF | 716'900 | 716'900 | 716'831 | 716'831 | 80'628 CHF | 84'213 CHF | 99.63% | 99.63% |
07.05.2024 | 4.46% | 0.11 CHF | 0.12 CHF | 732'300 | 732'300 | 732'152 | 732'152 | 80'267 CHF | 83'929 CHF | 99.83% | 99.83% |
06.05.2024 | 4.14% | 0.11 CHF | 0.12 CHF | 664'200 | 664'200 | 664'200 | 664'200 | 78'579 CHF | 81'900 CHF | 100.00% | 100.00% |
03.05.2024 | 4.29% | 0.12 CHF | 0.12 CHF | 660'600 | 660'600 | 660'600 | 660'600 | 75'422 CHF | 78'725 CHF | 100.00% | 100.00% |
02.05.2024 | 3.96% | 0.13 CHF | 0.13 CHF | 596'000 | 596'000 | 596'000 | 596'000 | 73'783 CHF | 76'763 CHF | 100.00% | 100.00% |