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 | 6.49% | 0.14 CHF | 0.16 CHF | 444'100 | 444'100 | 442'215 | 442'215 | 66'046 CHF | 70'470 CHF | 100.00% | 100.00% |
22.05.2024 | 6.64% | 0.14 CHF | 0.16 CHF | 389'600 | 389'600 | 388'065 | 388'065 | 56'512 CHF | 60'393 CHF | 100.00% | 100.00% |
21.05.2024 | 5.71% | 0.18 CHF | 0.19 CHF | 377'000 | 377'000 | 378'502 | 378'502 | 64'456 CHF | 68'244 CHF | 100.00% | 100.00% |
17.05.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 336'200 | 336'200 | 334'779 | 334'779 | 66'989 CHF | 70'336 CHF | 100.00% | 100.00% |
16.05.2024 | 4.57% | 0.21 CHF | 0.22 CHF | 321'000 | 321'000 | 315'458 | 315'458 | 67'559 CHF | 70'717 CHF | 100.00% | 100.00% |
15.05.2024 | 4.16% | 0.23 CHF | 0.24 CHF | 279'300 | 279'300 | 278'086 | 278'086 | 65'838 CHF | 68'626 CHF | 100.00% | 100.00% |
14.05.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 294'200 | 294'200 | 292'986 | 292'986 | 73'496 CHF | 76'426 CHF | 99.98% | 99.98% |
13.05.2024 | 4.44% | 0.24 CHF | 0.25 CHF | 320'400 | 320'400 | 325'493 | 325'493 | 71'771 CHF | 75'026 CHF | 100.00% | 100.00% |
10.05.2024 | 4.84% | 0.21 CHF | 0.22 CHF | 325'500 | 325'500 | 326'661 | 326'661 | 65'879 CHF | 69'146 CHF | 100.00% | 100.00% |
08.05.2024 | 5.25% | 0.20 CHF | 0.21 CHF | 270'400 | 270'400 | 269'212 | 269'212 | 50'120 CHF | 52'812 CHF | 98.83% | 98.83% |