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 | 4.86% | 0.21 CHF | 0.22 CHF | 315'200 | 315'200 | 314'370 | 314'370 | 63'492 CHF | 66'644 CHF | 100.00% | 100.00% |
14.05.2024 | 5.44% | 0.19 CHF | 0.20 CHF | 332'000 | 332'000 | 332'256 | 332'256 | 59'456 CHF | 62'778 CHF | 100.00% | 100.00% |
13.05.2024 | 5.38% | 0.18 CHF | 0.19 CHF | 346'100 | 346'100 | 346'100 | 346'100 | 62'606 CHF | 66'067 CHF | 100.00% | 100.00% |
10.05.2024 | 6.22% | 0.17 CHF | 0.18 CHF | 423'900 | 423'900 | 423'900 | 423'900 | 66'202 CHF | 70'441 CHF | 100.00% | 100.00% |
08.05.2024 | 6.52% | 0.14 CHF | 0.16 CHF | 371'900 | 371'900 | 371'900 | 371'900 | 55'275 CHF | 58'994 CHF | 99.09% | 99.09% |
07.05.2024 | 5.50% | 0.18 CHF | 0.19 CHF | 555'400 | 555'400 | 537'724 | 537'724 | 95'154 CHF | 100'531 CHF | 99.53% | 99.53% |
06.05.2024 | 9.70% | 0.10 CHF | 0.11 CHF | 634'900 | 634'900 | 634'900 | 634'900 | 62'334 CHF | 68'683 CHF | 100.00% | 100.00% |
03.05.2024 | 10.74% | 0.09 CHF | 0.10 CHF | 688'800 | 688'800 | 689'122 | 689'122 | 60'762 CHF | 67'653 CHF | 100.00% | 100.00% |
02.05.2024 | 11.26% | 0.08 CHF | 0.09 CHF | 726'800 | 726'800 | 722'299 | 722'299 | 60'577 CHF | 67'800 CHF | 100.00% | 100.00% |
30.04.2024 | 10.70% | 0.08 CHF | 0.09 CHF | 679'000 | 679'000 | 653'130 | 653'130 | 57'858 CHF | 64'392 CHF | 100.00% | 100.00% |