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 | 1.04% | 0.96 CHF | 0.97 CHF | 280'800 | 280'800 | 278'541 | 278'541 | 268'055 CHF | 270'843 CHF | 100.00% | 100.00% |
15.05.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 287'500 | 287'500 | 285'561 | 285'561 | 255'273 CHF | 258'136 CHF | 100.00% | 100.00% |
14.05.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 277'500 | 277'500 | 276'360 | 276'360 | 247'689 CHF | 250'453 CHF | 99.69% | 99.69% |
13.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 280'100 | 280'100 | 278'945 | 278'945 | 256'603 CHF | 259'393 CHF | 100.00% | 100.00% |
10.05.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 271'800 | 271'800 | 270'679 | 270'679 | 249'297 CHF | 252'004 CHF | 100.00% | 100.00% |
08.05.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 287'500 | 287'500 | 286'270 | 286'270 | 261'177 CHF | 264'040 CHF | 99.14% | 99.14% |
07.05.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 306'900 | 306'900 | 307'168 | 307'168 | 258'881 CHF | 261'953 CHF | 99.63% | 99.63% |
06.05.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 315'900 | 315'900 | 314'861 | 314'861 | 253'348 CHF | 256'496 CHF | 100.00% | 100.00% |
03.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 327'800 | 327'800 | 327'369 | 327'369 | 259'627 CHF | 262'901 CHF | 100.00% | 100.00% |
02.05.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 326'200 | 326'200 | 322'981 | 322'981 | 250'768 CHF | 253'998 CHF | 99.99% | 99.99% |