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 | 1.17% | 0.83 CHF | 0.84 CHF | 327'300 | 327'300 | 331'257 | 331'257 | 281'528 CHF | 284'844 CHF | 100.00% | 100.00% |
15.05.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 334'500 | 334'500 | 339'666 | 339'666 | 282'785 CHF | 286'190 CHF | 99.84% | 99.84% |
14.05.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 344'600 | 344'600 | 340'053 | 340'053 | 275'899 CHF | 279'299 CHF | 99.86% | 99.86% |
13.05.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 337'100 | 337'100 | 338'721 | 338'721 | 278'295 CHF | 281'682 CHF | 100.00% | 100.00% |
10.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 340'000 | 340'000 | 345'621 | 345'621 | 283'602 CHF | 287'058 CHF | 100.00% | 100.00% |
08.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 347'400 | 347'400 | 342'501 | 342'501 | 276'403 CHF | 279'828 CHF | 99.17% | 99.17% |
07.05.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 339'400 | 339'400 | 334'143 | 334'143 | 274'478 CHF | 277'820 CHF | 99.70% | 99.70% |
06.05.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 330'800 | 330'800 | 333'808 | 333'808 | 281'101 CHF | 284'439 CHF | 100.00% | 100.00% |
03.05.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 336'000 | 336'000 | 348'342 | 348'342 | 289'816 CHF | 293'299 CHF | 98.76% | 98.76% |
02.05.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 356'400 | 356'400 | 376'918 | 376'918 | 294'429 CHF | 298'198 CHF | 100.00% | 100.00% |