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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.64% | 0.40 CHF | 0.41 CHF | 266'400 | 266'400 | 266'353 | 266'353 | 100'227 CHF | 102'897 CHF | 100.00% | 100.00% |
14.05.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 259'200 | 259'200 | 259'200 | 259'200 | 100'823 CHF | 103'415 CHF | 98.53% | 98.53% |
13.05.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 255'400 | 255'400 | 255'400 | 255'400 | 99'492 CHF | 102'046 CHF | 100.00% | 100.00% |
10.05.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 273'600 | 273'600 | 274'142 | 274'142 | 103'728 CHF | 106'469 CHF | 100.00% | 100.00% |
08.05.2024 | 2.94% | 0.35 CHF | 0.36 CHF | 318'900 | 318'900 | 321'639 | 321'639 | 107'721 CHF | 110'937 CHF | 99.24% | 99.24% |
07.05.2024 | 3.38% | 0.30 CHF | 0.31 CHF | 346'600 | 346'600 | 346'584 | 346'584 | 100'787 CHF | 104'253 CHF | 95.30% | 95.30% |
06.05.2024 | 3.16% | 0.29 CHF | 0.30 CHF | 336'700 | 336'700 | 333'444 | 333'444 | 103'863 CHF | 107'198 CHF | 100.00% | 100.00% |
03.05.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 334'000 | 334'000 | 332'590 | 332'590 | 100'989 CHF | 104'315 CHF | 99.99% | 99.99% |
02.05.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 324'000 | 324'000 | 323'952 | 323'952 | 96'661 CHF | 99'901 CHF | 100.00% | 100.00% |
30.04.2024 | 3.06% | 0.31 CHF | 0.32 CHF | 322'800 | 322'800 | 322'664 | 322'664 | 103'971 CHF | 107'199 CHF | 100.00% | 100.00% |