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 | 1.62% | 0.62 CHF | 0.63 CHF | 256'900 | 256'900 | 256'590 | 256'590 | 157'852 CHF | 160'420 CHF | 100.00% | 100.00% |
15.05.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 248'100 | 248'100 | 247'447 | 247'447 | 181'063 CHF | 183'544 CHF | 100.00% | 100.00% |
14.05.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 265'800 | 265'800 | 272'300 | 272'300 | 212'273 CHF | 214'996 CHF | 99.71% | 99.71% |
13.05.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 250'100 | 250'100 | 250'100 | 250'100 | 184'485 CHF | 186'986 CHF | 99.87% | 99.87% |
10.05.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 234'600 | 234'600 | 234'600 | 234'600 | 175'043 CHF | 177'389 CHF | 100.00% | 100.00% |
08.05.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 236'300 | 236'300 | 236'300 | 236'300 | 189'428 CHF | 191'791 CHF | 98.62% | 98.62% |
07.05.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 221'400 | 221'400 | 221'394 | 221'394 | 183'804 CHF | 186'018 CHF | 99.41% | 99.41% |
06.05.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 215'400 | 215'400 | 215'767 | 215'767 | 185'073 CHF | 187'230 CHF | 100.00% | 100.00% |
03.05.2024 | 1.10% | 0.88 CHF | 0.89 CHF | 205'400 | 205'400 | 204'799 | 204'799 | 185'020 CHF | 187'068 CHF | 100.00% | 100.00% |
02.05.2024 | 1.15% | 0.93 CHF | 0.94 CHF | 236'700 | 236'700 | 231'871 | 231'871 | 200'872 CHF | 203'191 CHF | 98.55% | 98.55% |