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 | 3.67% | 0.27 CHF | 0.28 CHF | 287'100 | 287'100 | 284'367 | 284'367 | 76'182 CHF | 79'029 CHF | 100.00% | 100.00% |
15.05.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 258'400 | 258'400 | 258'568 | 258'568 | 69'677 CHF | 72'269 CHF | 100.00% | 100.00% |
14.05.2024 | 3.38% | 0.28 CHF | 0.29 CHF | 265'200 | 265'200 | 266'596 | 266'596 | 77'667 CHF | 80'333 CHF | 100.00% | 100.00% |
13.05.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 262'900 | 262'900 | 262'900 | 262'900 | 75'788 CHF | 78'417 CHF | 100.00% | 100.00% |
10.05.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 253'000 | 253'000 | 251'754 | 251'754 | 70'496 CHF | 73'014 CHF | 100.00% | 100.00% |
08.05.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 246'100 | 246'100 | 245'182 | 245'182 | 71'802 CHF | 74'254 CHF | 99.14% | 99.14% |
07.05.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 227'300 | 227'300 | 229'405 | 229'405 | 71'116 CHF | 73'410 CHF | 99.76% | 99.76% |
06.05.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 229'400 | 229'400 | 229'400 | 229'400 | 73'496 CHF | 75'790 CHF | 100.00% | 100.00% |
03.05.2024 | 2.93% | 0.32 CHF | 0.33 CHF | 203'900 | 203'900 | 206'068 | 206'068 | 69'520 CHF | 71'581 CHF | 99.99% | 99.99% |
02.05.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 209'400 | 209'400 | 209'390 | 209'390 | 75'563 CHF | 77'657 CHF | 100.00% | 100.00% |