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 | 1.52% | 0.66 CHF | 0.67 CHF | 294'500 | 294'500 | 292'726 | 292'726 | 191'700 CHF | 194'630 CHF | 100.00% | 100.00% |
15.05.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 280'700 | 280'700 | 280'655 | 280'655 | 191'052 CHF | 193'865 CHF | 100.00% | 100.00% |
14.05.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 286'100 | 286'100 | 286'099 | 286'099 | 191'444 CHF | 194'305 CHF | 98.53% | 98.53% |
13.05.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 288'900 | 288'900 | 288'900 | 288'900 | 193'314 CHF | 196'203 CHF | 100.00% | 100.00% |
10.05.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 274'100 | 274'100 | 274'627 | 274'627 | 186'758 CHF | 189'505 CHF | 100.00% | 100.00% |
08.05.2024 | 1.36% | 0.71 CHF | 0.72 CHF | 247'500 | 247'500 | 249'623 | 249'623 | 181'808 CHF | 184'305 CHF | 99.24% | 99.24% |
07.05.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 242'700 | 242'700 | 242'689 | 242'689 | 190'311 CHF | 192'738 CHF | 95.30% | 95.30% |
06.05.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 247'600 | 247'600 | 245'217 | 245'217 | 185'773 CHF | 188'225 CHF | 100.00% | 100.00% |
03.05.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 249'000 | 249'000 | 247'934 | 247'934 | 190'412 CHF | 192'891 CHF | 100.00% | 100.00% |
02.05.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 254'200 | 254'200 | 254'161 | 254'161 | 197'314 CHF | 199'855 CHF | 99.98% | 99.98% |