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 | 2.23% | 0.43 CHF | 0.44 CHF | 521'100 | 521'100 | 528'656 | 528'656 | 235'334 CHF | 240'626 CHF | 100.00% | 100.00% |
15.05.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 534'600 | 534'600 | 544'616 | 544'616 | 235'749 CHF | 241'210 CHF | 99.84% | 99.84% |
14.05.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 553'800 | 553'800 | 545'081 | 545'081 | 230'035 CHF | 235'486 CHF | 99.89% | 99.89% |
13.05.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 539'500 | 539'500 | 542'562 | 542'562 | 231'763 CHF | 237'188 CHF | 100.00% | 100.00% |
10.05.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 544'900 | 544'900 | 555'603 | 555'603 | 237'556 CHF | 243'112 CHF | 100.00% | 100.00% |
08.05.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 558'800 | 558'800 | 549'629 | 549'629 | 230'397 CHF | 235'893 CHF | 99.16% | 99.16% |
07.05.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 543'600 | 543'600 | 533'675 | 533'675 | 227'772 CHF | 233'110 CHF | 99.70% | 99.70% |
06.05.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 527'300 | 527'300 | 533'016 | 533'016 | 235'044 CHF | 240'374 CHF | 100.00% | 100.00% |
03.05.2024 | 2.28% | 0.45 CHF | 0.46 CHF | 537'100 | 537'100 | 560'446 | 560'446 | 243'345 CHF | 248'949 CHF | 98.76% | 98.76% |
02.05.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 575'600 | 575'600 | 614'782 | 614'782 | 246'986 CHF | 253'134 CHF | 100.00% | 100.00% |