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 | 2.69% | 0.17 CHF | 0.18 CHF | 218'800 | 218'800 | 218'591 | 218'591 | 40'203 CHF | 41'297 CHF | 100.00% | 100.00% |
15.05.2024 | 2.36% | 0.20 CHF | 0.20 CHF | 202'200 | 202'200 | 201'667 | 201'667 | 42'437 CHF | 43'448 CHF | 100.00% | 100.00% |
14.05.2024 | 2.21% | 0.20 CHF | 0.21 CHF | 187'100 | 187'100 | 187'097 | 187'097 | 41'864 CHF | 42'800 CHF | 99.79% | 99.79% |
13.05.2024 | 2.34% | 0.23 CHF | 0.23 CHF | 194'700 | 194'700 | 194'700 | 194'700 | 41'092 CHF | 42'066 CHF | 100.00% | 100.00% |
10.05.2024 | 2.73% | 0.19 CHF | 0.20 CHF | 233'200 | 233'200 | 233'200 | 233'200 | 42'142 CHF | 43'308 CHF | 100.00% | 100.00% |
08.05.2024 | 2.46% | 0.18 CHF | 0.19 CHF | 196'700 | 196'700 | 196'682 | 196'682 | 39'497 CHF | 40'481 CHF | 99.63% | 99.63% |
07.05.2024 | 2.31% | 0.22 CHF | 0.22 CHF | 190'900 | 190'900 | 190'855 | 190'855 | 40'859 CHF | 41'813 CHF | 99.83% | 99.83% |
06.05.2024 | 2.68% | 0.22 CHF | 0.22 CHF | 215'800 | 215'800 | 215'800 | 215'800 | 39'963 CHF | 41'042 CHF | 100.00% | 100.00% |
03.05.2024 | 2.47% | 0.20 CHF | 0.20 CHF | 217'500 | 217'500 | 217'500 | 217'500 | 43'449 CHF | 44'536 CHF | 100.00% | 100.00% |
02.05.2024 | 2.81% | 0.18 CHF | 0.18 CHF | 247'300 | 247'300 | 247'300 | 247'300 | 43'371 CHF | 44'607 CHF | 100.00% | 100.00% |