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 | 1.31% | 0.77 CHF | 0.78 CHF | 164'800 | 164'800 | 73'613 | 73'613 | 57'038 CHF | 57'777 CHF | 100.00% | 100.00% |
15.05.2024 | 1.38% | 0.76 CHF | 0.77 CHF | 172'200 | 172'200 | 76'924 | 76'924 | 57'140 CHF | 57'913 CHF | 100.00% | 100.00% |
14.05.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 171'000 | 171'000 | 77'296 | 77'296 | 56'897 CHF | 57'671 CHF | 96.84% | 96.84% |
13.05.2024 | 1.44% | 0.75 CHF | 0.76 CHF | 178'500 | 178'500 | 82'366 | 82'366 | 59'188 CHF | 60'013 CHF | 99.83% | 99.83% |
10.05.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 184'400 | 184'400 | 82'544 | 82'544 | 57'985 CHF | 58'811 CHF | 100.00% | 100.00% |
08.05.2024 | 1.57% | 0.67 CHF | 0.68 CHF | 200'200 | 200'200 | 88'497 | 88'497 | 57'556 CHF | 58'443 CHF | 98.18% | 98.18% |
07.05.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 191'700 | 191'700 | 83'845 | 83'845 | 58'258 CHF | 59'098 CHF | 99.48% | 99.48% |
06.05.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 198'600 | 198'600 | 88'950 | 88'950 | 59'414 CHF | 60'305 CHF | 100.00% | 100.00% |
03.05.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 200'800 | 200'800 | 89'892 | 89'892 | 58'030 CHF | 58'931 CHF | 99.99% | 99.99% |
02.05.2024 | 2.54% | 0.63 CHF | 0.64 CHF | 212'000 | 212'000 | 69'866 | 69'866 | 43'310 CHF | 44'150 CHF | 98.55% | 98.55% |