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 | 3.52% | 0.28 CHF | 0.29 CHF | 358'000 | 358'000 | 356'202 | 356'202 | 99'563 CHF | 103'128 CHF | 100.00% | 100.00% |
15.05.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 360'500 | 360'500 | 358'063 | 358'063 | 100'550 CHF | 104'141 CHF | 100.00% | 100.00% |
14.05.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 359'600 | 359'600 | 358'112 | 358'112 | 100'227 CHF | 103'808 CHF | 99.67% | 99.67% |
13.05.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 359'200 | 359'200 | 357'719 | 357'719 | 99'608 CHF | 103'185 CHF | 100.00% | 100.00% |
10.05.2024 | 3.54% | 0.28 CHF | 0.29 CHF | 383'100 | 383'100 | 381'523 | 381'523 | 105'912 CHF | 109'727 CHF | 100.00% | 100.00% |
08.05.2024 | 3.59% | 0.27 CHF | 0.28 CHF | 377'800 | 377'800 | 382'633 | 382'633 | 105'036 CHF | 108'863 CHF | 98.44% | 98.44% |
07.05.2024 | 3.96% | 0.26 CHF | 0.27 CHF | 415'900 | 415'900 | 414'132 | 414'132 | 102'585 CHF | 106'727 CHF | 97.67% | 97.67% |
06.05.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 411'800 | 411'800 | 410'102 | 410'102 | 102'959 CHF | 107'060 CHF | 100.00% | 100.00% |
03.05.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 410'700 | 410'700 | 408'145 | 408'145 | 106'416 CHF | 110'497 CHF | 100.00% | 100.00% |
02.05.2024 | 3.74% | 0.26 CHF | 0.27 CHF | 410'400 | 410'400 | 406'751 | 406'751 | 106'696 CHF | 110'763 CHF | 100.00% | 100.00% |