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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 6.57% | 0.14 CHF | 0.15 CHF | 990'800 | 990'800 | 436'437 | 436'437 | 63'920 CHF | 68'294 CHF | 99.64% | 99.64% |
22.05.2024 | 6.23% | 0.16 CHF | 0.17 CHF | 925'600 | 925'600 | 414'324 | 414'324 | 64'932 CHF | 69'083 CHF | 100.00% | 100.00% |
21.05.2024 | 7.26% | 0.16 CHF | 0.17 CHF | 877'700 | 877'700 | 393'010 | 393'010 | 65'643 CHF | 70'152 CHF | 98.77% | 98.77% |
17.05.2024 | 7.33% | 0.17 CHF | 0.18 CHF | 893'500 | 893'500 | 401'134 | 401'134 | 66'669 CHF | 71'279 CHF | 99.36% | 99.36% |
16.05.2024 | 6.77% | 0.17 CHF | 0.18 CHF | 831'500 | 831'500 | 365'786 | 365'786 | 64'851 CHF | 69'057 CHF | 100.00% | 100.00% |
15.05.2024 | 5.95% | 0.19 CHF | 0.20 CHF | 888'900 | 888'900 | 408'950 | 408'950 | 69'788 CHF | 73'895 CHF | 100.00% | 100.00% |
14.05.2024 | 6.25% | 0.15 CHF | 0.16 CHF | 971'200 | 971'200 | 430'240 | 430'240 | 67'411 CHF | 71'722 CHF | 97.02% | 97.02% |
13.05.2024 | 6.54% | 0.16 CHF | 0.17 CHF | 1'019'400 | 1'019'400 | 456'491 | 456'491 | 69'251 CHF | 73'824 CHF | 99.85% | 99.85% |
10.05.2024 | 6.58% | 0.15 CHF | 0.16 CHF | 1'001'700 | 1'001'700 | 448'512 | 448'512 | 67'257 CHF | 71'750 CHF | 99.95% | 99.95% |
08.05.2024 | 7.02% | 0.14 CHF | 0.16 CHF | 1'052'900 | 1'052'900 | 465'382 | 465'382 | 65'350 CHF | 70'013 CHF | 98.19% | 98.19% |