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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 243'700 | 243'700 | 108'008 | 108'008 | 57'661 CHF | 58'743 CHF | 99.61% | 99.61% |
22.05.2024 | 1.91% | 0.55 CHF | 0.56 CHF | 246'100 | 246'100 | 110'404 | 110'404 | 58'713 CHF | 59'819 CHF | 100.00% | 100.00% |
21.05.2024 | 1.86% | 0.51 CHF | 0.52 CHF | 242'200 | 242'200 | 108'054 | 108'054 | 58'083 CHF | 59'165 CHF | 98.77% | 98.77% |
17.05.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 239'200 | 239'200 | 107'924 | 107'924 | 57'940 CHF | 59'021 CHF | 99.35% | 99.35% |
16.05.2024 | 1.93% | 0.54 CHF | 0.55 CHF | 251'100 | 251'100 | 112'336 | 112'336 | 59'029 CHF | 60'156 CHF | 100.00% | 100.00% |
15.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 243'800 | 243'800 | 108'877 | 108'877 | 58'434 CHF | 59'527 CHF | 100.00% | 100.00% |
14.05.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 244'800 | 244'800 | 110'218 | 110'218 | 59'395 CHF | 60'500 CHF | 97.13% | 97.13% |
13.05.2024 | 2.04% | 0.53 CHF | 0.54 CHF | 261'700 | 261'700 | 118'536 | 118'536 | 59'472 CHF | 60'659 CHF | 99.84% | 99.84% |
10.05.2024 | 2.18% | 0.49 CHF | 0.50 CHF | 284'700 | 284'700 | 128'255 | 128'255 | 60'241 CHF | 61'526 CHF | 100.00% | 100.00% |
08.05.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 272'900 | 272'900 | 120'615 | 120'615 | 57'730 CHF | 58'938 CHF | 98.18% | 98.18% |